[119] Generated incorrect equity chart after resting backtest data range

As title, please see attached video.
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Video_2019-03-09_221106.wmv
(4.69 MiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

RL
#1

rickliao

09.03.2019 15:20

Task created

Attachment Strategy 0136351.sqx added

Attachment Retest.cfx added

MF
#2

Mark Fric

15.03.2019 09:58

Status changed from New to Refused

Attachment equity.jpg added

no, this is not a mistake, SQ backtesting is correct. The strategy was heavily losing before 2009.


If you'll check only portion of 2009-2019 of your full backtest you'll see the equity from 2009-2019 is the same.


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