Is there a bug?
Created at 21 Jan 2025, 11:18
Is there a bug?
21 Jan 2025, 11:18
Hello,
I have been doing some optimization and have raised the difference between the optimization results and back testing with Click Algo who are suggesting that there might be a bug in the system
I ran an optimization for Aiden Super Trend Cbot:
US500 with IC Markets, Fixed 5 with M1 Bars. Period 01/01/2024 - 30/12/2024
Backtesting same period -
Open 3 trades in Dec only
Why would results differ so much with only 3 trades been opened all within 17 days of each other?
Thanks
Ross
firemyst
24 Jan 2025, 00:50
One possibility is because of the market moves within those 17 days? That's how the markets work :-)
I'm not sure how you expect anyone to help you when you haven't described the strategy, shown any code, why you're using one-minute bar data as opposed to tick-data doing your testing, what time frame the bot is running under, the trade entries/exits on the back test with and without the optimized parameters, etc etc.
For instance, the bot could make decisions on every tick, but by running on one-minute bars you only get the bar data, not every tick.
Within bars they could be huge spikes not captured in bar data but would be with tick data.
@firemyst