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Stermy
07 Jun 2015, 13:43

RE:

Perhaps, but as I said my big fear is that it is indicates a more deep seated Bug in cAlgo. What if it is often giving back invalid results, but they are more subtle and not noticed? 

I have only been using cAlgo for about a month, after a decade of MT4, and overall I really like cAlgo. But none of my Bots do anything like as well in 'real time going forward' as they do in Backtests. Is it because the backtest data is sometimes, or somehow, corrupted? I know that it often was on the MT platform, so in the end I built my own system, collected Ticks and analysed them externally. The results sometimes matched in MT but quite often there were big discrepancies, some of which really hurry my EA's and sucked my pocket almost dry.

I dream of not needing to rely too much on Backtests, but they are tempting. However it is awfully hard to avoid, 'Curve Fitting'  ;}

PS - the sample of 'future results' I posted are easy to recognise as 'noise', but where did it come from? Also if I scroll backwards a bit some of it looks VERY normal, but is still impossible.

stevefromnaki said:

yeah i also notice results predicted into the future. so i cut off the tick data backesting at the end of may, and i think it is ok??

 


@Stermy

Stermy
07 Jun 2015, 08:52

RE: Bizarre results

Stermy said:

The last few days the 'tick data' files have been very strange. In one case my simple AlgoBot made 76 Million USD in 5 days trading .. I only wish it was true :}

Screenshots removed to save space

In another case I noticed data being displayed that was in the Future .. very weird indeed ..

Screenshot removed to save space

Also I have many trades in the History that show as opened in the correct period BUT closed in future dates. ie. Closed on the 8th of June, but I am writing this on the 7th and it was the 6th when this happened .. actually still the 5th over in the USA at the time. I am in Thailand, half a day ahead ..

OK, these glitches were easy to spot but what is very worrying is if they are also cropping up less dramatically, thereby fooling users into believing they have 'Hit the Jackpot', when in fact their Bot's are going to be nowhere near so successful in real life.

Can anybody explain what might have happened?

I checked the Backtesting Cache and also cleared it a few times .. THANKS [if you read this far] - I hope the images are not too bandwidth greedy ?

Corrrection - 76 million USD in a few days, not 6 .. I am using a dodgy keyboard :>


@Stermy

Stermy
07 Jun 2015, 08:48 ( Updated at: 21 Dec 2023, 09:20 )

Bizarre results

The last few days the 'tick data' files have been very strange. In one case my simple AlgoBot made 6 Million USD in 5 days trading .. I only wish it was true :}

In another case I noticed data being displayed that was in the Future .. very weird indeed ..

Also I have many trades in the History that show as opened in the correct period BUT closed in future dates. ie. Closed on the 8th of June, but I am writing this on the 7th and it was the 6th when this happened .. actually still the 5th over in the USA at the time. I am in Thailand, half a day ahead ..

OK, these glitches were easy to spot but what is very worrying is if they are also cropping up less dramatically, thereby fooling users into believing they have 'Hit the Jackpot', when in fact their Bot's are going to be nowhere near so successful in real life.

Can anybody explain what might have happened?

I checked the Backtesting Cache and also cleared it a few times .. THANKS [if you read this far] - I hope the images are not too bandwidth greedy ?


@Stermy