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ctid6328327
06 Nov 2023, 17:29
( Updated at: 07 Nov 2023, 06:28 )
RE: Differences between optimization and backtesting results
dave.anderson.consulting said:
This issue has never been resolved since it was reported. We are now 4 years later and still no fix on cTrader version 4.8.23.
I needed to optimize a client's cBot and ran into this bug today.
To make sure it's not my fault I grabbed the above passed cBot and tested it and saw that there is still a difference between Optimization and Backtest results. Exactly as it was reported here in 2019.
This is not the only issue. With some bots there is a difference between Visual and Non-Visual backtest.
@ctid6328327
ctid6328327
07 Nov 2023, 19:38 ( Updated at: 21 Dec 2023, 09:23 )
RE: RE: RE: Differences between optimization and backtesting results
PanagiotisCharalampous said:
Sure that won't be difficult to do. See below the best parameters set selected after the completion of the optimisation process. As you can see the Non-Visual backtest produces the same outcome and the same results as per the optimisation, however, the Visual test tells a different story. I hired a programmer who created a simple bot to count the ticks and the number of ticks is somehow quite low, which makes me wonder how accurate the backtests are. So the statement made by the above user: “This issue has never been resolved since it was reported. We are now 4 years later and still no fix on cTrader version 4.8.23” is still valid, the issue is there and that makes the optimisation process pretty much useless because if the platform can have such a basic issue then it rises questions of the accuracy for the results produced.
Thanks
@ctid6328327