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113 custom projekt problem, same strategies but backtests different

Hi,

I defined a workflow in custom projekt.

In "3 long tick" and "5 final backtests" are the same strategies.

I have done the same ticktests but the backtestresults of this same strategies are different.

thomas

Attachments

4 strategy 0176 is winning.png

(39.00 KiB)

3 strategy 0176 is loosing.png

(38.04 KiB)

1 taskflow.png

(12.06 KiB)

taskflow.cfx

(28.10 KiB)

2 databases compare.png

(8.09 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

tnickel

29.10.2018 23:58

Task created

tnickel

29.10.2018 23:58

Subject changed from 113 custom projekt problem to 113 custom projekt problem, same strategies but backtests different

Tomas Brynda

09.11.2018 11:46

Status changed from New to Waiting for information

I was going through your project config and I can see that you use minute precision in Data settings of the "3 long tick" Retest task, but you use selected TF precision in "5 final backtests" task.

Although selected TF usually gives better results than higher precisions, isn't it possible this is the cause of the differences?

tnickel

10.11.2018 09:31

Hi you are right.

This is the reason.

you can close this issue

thomas

Mark Fric

10.11.2018 09:49

Status changed from Waiting for information to Refused

Votes: 0