Backtesting curve and statistics control

Created at 07 Jan 2014, 17:41
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amiscell's avatar

amiscell

Joined 19.11.2013

Backtesting curve and statistics control
07 Jan 2014, 17:41


I noticed that the backtesting statistics such as Drawdown are incorrect, since they are only updated when a trade is closed, just like the gain curve which is displayed as the backtesting progresses.

One approach would be to provide a method in the robot class which can invoked by the robot in backtesting mode, for example from the OnBar callback or wherever the developer prefers, which forces the curve to display the current state at that point (balance and equity), and also updates the drawdown statistics accordingly.


@amiscell
Replies

Spotware
08 Jan 2014, 11:35

We are aware of this and will fix it in future releases.


@Spotware