Is Backtests serious ?

Created at 08 Jul 2015, 22:07
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aysos75

Joined 28.09.2013

Is Backtests serious ?
08 Jul 2015, 22:07



@aysos75
Replies

aysos75
09 Jul 2015, 09:37 ( Updated at: 21 Dec 2023, 09:20 )

RE:

aysos75 said:

Two graphiques for the same instrument and same timeframe ?

 


@aysos75

Spotware
09 Jul 2015, 10:55

Dear Trader,

Could you please specify your issue?


@Spotware

aysos75
10 Jul 2015, 00:20

In the first figure the position entry and the position close is out of the graph.

In the figure 2 and 3 the prices candles on the same timeframe and instrument are different.


@aysos75

Spotware
10 Jul 2015, 11:34

Dear Trader,

Please remove/clear your backtesting cache which is located in the following path:

C:\Users\%UserName%\AppData\Roaming\%Broker Name% cAlgo\BacktestingCache


@Spotware

aysos75
10 Jul 2015, 13:45 ( Updated at: 21 Dec 2023, 09:20 )

I deleted the cache as requested, then I restarted the backtest over a period of 3 May 2015 to 3 June 2015. The results will be made ​​until 11 June 2015 and certain positions were taken outside of the curve price .

@aysos75

aysos75
10 Jul 2015, 13:47 ( Updated at: 21 Dec 2023, 09:20 )

RE:
I deleted the cache as requested, then I restarted the backtest over a period 
of 3 May 2015 to 3 June 2015. The results will be made ​​until 11 June 2015 and 
certain positions were taken outside of the curve price .

 

backtest

 

 

 


@aysos75

Spotware
10 Jul 2015, 14:12

Dear Trader,

Thank you for reporting this. We will investigate.


@Spotware

aysos75
10 Jul 2015, 18:17 ( Updated at: 21 Dec 2023, 09:20 )

There is a problem with the optimization too :

 


@aysos75

aysos75
10 Jul 2015, 20:31

I found the problem that all optimization results were Zero, this was because the money management prevented to take position. So it was from the program.


@aysos75

aysos75
11 Jul 2015, 14:51 ( Updated at: 21 Dec 2023, 09:20 )

RE:

Spotware said:

Dear Trader,

Thank you for reporting this. We will investigate.

When I do a backtest , cAlgo gives as result the new position of thousands with the same second input (even EntryPrice ) , even though the robot is programmed to take no more 1 position both ???


@aysos75

Spotware
13 Jul 2015, 11:45

Dear Trader,

We are investigating. We will fix it as soon as possible. 


@Spotware