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112 cant make backtest with asikury data

some strategies have backtestproblems with asikury data.
I tried to backtest with asikury data from 2003-2018
but I got only backtest from 2014-2018

I tried different currency pairs.
With dukadata all is ok.
Attachments
Strategy 2971.sqx
Strategy 2971.sqx
(18.35 KiB)
Retest settings.xml
Retest settings.xml
(19.99 KiB)
log_2018_09_27 - Kopie.rar
log_2018_09_27 - Kopie.rar
(5.82 KiB)
EURUSD H1 Strategy 2571.sqx
EURUSD H1 Strategy 2571.sqx
(19.56 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

t
#1

tnickel

16.10.2018 19:54

Task created

h
#2

hankeys

16.10.2018 20:39
Voted for this task.
MF
#3

Mark Fric

17.07.2019 10:52

Status changed from New to Waiting for information

there is nothing in settings or logs that would indicate problems. When you look dates in Data manager do you see that it imported data for the whole range?


Try one more thing - delete all files in /internal/testfiles and then restart SQ. Pleas elet me know if it still behaves like this.

t
#4

tnickel

17.07.2019 21:05

Attachment asi data.png added

Attachment backtest after deletion of testfiles.png added

Attachment data after reload.png added

Hi,

1)in the downloadmanager is the whole range see attached picture.

2) I delete the internal/testfiles and restarted the sq

-> same Result , backtest only from 2014

3) in the next test I deleted EURUSD_ASI from the datamanager

4) I reloaded the asi data

-> the reslt ist the same, backtest only from 2014

5) I switched to different asi symbol, but backtest result is the same, only backtest from 2014


something is wrong with the imported data or a problem with the backtest engine.

The data is 55mb. I will store it on goggledrive. so you can check it on your machine.




t
#5

tnickel

17.07.2019 21:10
https://drive.google.com/drive/folders/10qo4EgpUYqrhyJsCesHvIH6JOwZE4K44?usp=sharing
h
#6

hankeys

18.07.2019 08:05
i am using ASI data with no problem...import them as UTC1, clone to EST07


did you look to a pseudo code of a strategy? you need to know why its happening...


ShortEntrySignal = ((SMMA(Main chart,50)[1] is rising for 4 bars)
and (Bar Day of Week = 0));

what bar day of week = 0 means? i think, that there must be some Sunday candle, if not...no trade

so i think that the problem lies in the strategy itself
MF
#7

Mark Fric

18.07.2019 08:06

Status changed from Waiting for information to Confirmed

pozri sa na to, prilozil data.
MF
#8

Mark Fric

18.07.2019 12:00

Status changed from Confirmed to Refused

Attachment sunday.jpg added

it is as hankeys said - I tested it with your data. 


It seems that there were no Sundays in Asirikuy data before 2014, so the entry was not triggered. When I delete the sunday condition it trades from 1986.

Votes: +1

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