Problem with Historical Data for accurate currency conversion on backtest.

Created at 16 Nov 2023, 16:26
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lisabeaney

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Joined 08.10.2019

Problem with Historical Data for accurate currency conversion on backtest.
16 Nov 2023, 16:26

Hi,

 

I have run into a bit of a strange issue on backtest.

If I enable the “Download historical data for additional symbols” option in backtest settings it throws up some strange results.

If I set the time window to a single month it shows a drawdown in the region of £6,700 around the 7th of November (around trade 180).

If I extend the time window to a year this drawdown does not occur (it is much smaller !). No other parameters are changed.

If I turn the “Download historical data for additional symbols” option off, the drawdown shown is the same when the backtest runs for one month or 12 months.

The two screenshots show the issue.

 

Lisa

@lisabeaney
Replies

PanagiotisCharalampous
17 Nov 2023, 07:04

Problem with Historical Data for accurate currency conversion on backtest.

Hi Lisa,

Please share with us the cBot code that would allow us to reproduce this problem, as well as the cBot parameters and broker.

Best regards,

Panagiotis

@PanagiotisCharalampous

lisabeaney
17 Nov 2023, 17:02

RE: Problem with Historical Data for accurate currency conversion on backtest.

PanagiotisCharalampous said: 

Hi Lisa,

Please share with us the cBot code that would allow us to reproduce this problem, as well as the cBot parameters and broker.

Best regards,

Panagiotis

Hi,

If you can let me have your email address I'll send it all through.

Many thanks,

Lisa

@lisabeaney

PanagiotisCharalampous
18 Nov 2023, 06:08

Reply to: Problem with Historical Data for accurate currency conversion on backtest.

Hi Lisa,

Please send it to community@ctrader.com

Best regards,

Panagiotis

@PanagiotisCharalampous
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