Parameters from optimisation do not give same result when back tested

Created at 14 Apr 2020, 02:11
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dachoor

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Joined 09.01.2020

Parameters from optimisation do not give same result when back tested
14 Apr 2020, 02:11

Hi there, I have optimised USDCAD using a cbot. When I apply one of the results from optimisation and back test using the same dates and amount I do no get the same results. For example in the optimistion it shows the maximum drawdown is 27% where as when i back test it just blows the account. I discussed with the guys at clickalgo and they just its platform error and i need to speak to you. Please help

@dachoor
Replies

PanagiotisCharalampous
14 Apr 2020, 08:22

Hi dachoor,

To be able to check this issue, you need to provide us with the cBot code, the optimization parameters and your broker so that we can reproduce this behavior.

Best Regards,

Panagiotis 

Join us on Telegram

@PanagiotisCharalampous

ClickAlgo
14 Apr 2020, 11:52

Hi, P,

I attempted to help the customer on telegram, apparently, they are using the same backtest settings for both the backtest and the optimisation modules, but when they run an optimisation and apply the settings to the cBot and then run a backtest, they say the results differ with the same time period.

 

Hi, Dachoor,

What we need is a screen-shot of the results from the optimisation module showing the results and the cBot parameters as well as a screen-shot of the backtest showing the results and the cBot settings.

  1. Run the optimisation, highlight the pass you want to save the parameters for and click Apply
  2. Show a screenshot image of the optimisation settings that have been applied together with the start and end date of the test.
  3. Show a screen-shot of the optimisation backtest settings.
  4. Show a screenshot of the backtest settings together with the parameter settings that have been applied.
  5. Show a screenshot of the backtest results with the same date and time.

If the customer can provide the information above it should highlight the problem.

Paul.

@ClickAlgo

PanagiotisCharalampous
14 Apr 2020, 12:00

Hi Paul,

There are some known issues with optimization results therefore we will need some source code to reproduce this behavior and determine if this is one of them or a new one that we will have to look into.

Best Regards,

Panagiotis 

Join us on Telegram

@PanagiotisCharalampous

ClickAlgo
14 Apr 2020, 12:12

RE:

PanagiotisCharalampous said:

Hi Paul,

There are some known issues with optimization results therefore we will need some source code to reproduce this behavior and determine if this is one of them or a new one that we will have to look into.

Best Regards,

Panagiotis 

Join us on Telegram

No worries, you can download the product here.

https://clickalgo.com/download/sample/95

@ClickAlgo

dachoor
14 Apr 2020, 15:30

RE:

Hi, how can i send these to you? I have them in pdf file here

 

PanagiotisCharalampous said:

Hi dachoor,

To be able to check this issue, you need to provide us with the cBot code, the optimization parameters and your broker so that we can reproduce this behavior.

Best Regards,

Panagiotis 

Join us on Telegram

 

@dachoor

PanagiotisCharalampous
14 Apr 2020, 17:10

Hi dachoor,

You can post the source code and images of the parameters and optimization results here. But as far as I understand, this is a commercial product therefore you probably have no source code. If Paul can send us some code privately, we can have a look.

Best Regards,

Panagiotis 

Join us on Telegram

@PanagiotisCharalampous
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