CRUCIAL - b130 vs b129 different backtest

if i tried to make new backtests in b130 with automatic retest task i am getting for many strategies very different results if i compare the same strategy made in b129



if i retest the strategy manually in retester - the backtests are the same


so there is some basic problem with automatic retest task - i am using it for a very long time without a problem, so there must be done some change in b130


uploading original strategy from b129 and if i make automatic retest i will get this difference


but its strange, that some strats are the same - investigation needed


BLUE LINE - B129
RED LINE - B130

Attachments
EJ_15_201512100_S_HA_CF_SQ3_SL.sqx
(127.57 KiB)
EJ_15_201512100_S_HA_CF_SQ3_SLstr_EQ___BTvsBT.png
(31.83 KiB)
EJ_15_201524109_S_LL_CF_SQ4str_EQ___BTvsBT.png
(25.50 KiB)
  • Votes +9
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

h
#1

hankeys

12.11.2020 15:06

Task created

h
#2

hankeys

12.11.2020 15:12

Attachment GU_H1_120148151_S_SM_CF_0712_SQ3.sqx added

GU_H1_120148151_S_SM_CF_0712_SQ3.sqx
(101.79 KiB)
and if i try this strategy, the backtest is different also in retester


so the problem is general - some (many) backtests from B129 vs B130 dont match

b
#3

bentra

12.11.2020 15:51
Voted for this task.
o
#4

Enric

12.11.2020 16:16
Voted for this task.
IH
#5

clonex / Ivan Hudec

12.11.2020 17:18
Voted for this task.
m
#6

Mariano

12.11.2020 19:13
Voted for this task.
h
#7

hankeys

12.11.2020 19:25

Subject changed from CRUCIAL - b130 automatic retest task to CRUCIAL - b130 vs b129 different backtest

h
#8

hankeys

12.11.2020 19:49
it seems that problem lies somewhere in trading options where we can set limits for MIN/MAX SL and TP values, if strategy is using ATR SL/TP


problematic are old strategies made with very first SQX build, where only 2 row of setting were possible MIN/MAX SLTP were at once, only the newer builds has 2 different setting - 2 for SL and 2 fot TP


but in B129 everything works

JH
#9

Jabezz

13.11.2020 07:40
Voted for this task.
k
#10

Karish

13.11.2020 10:11
Voted for this task.
b
#11

bentra

13.11.2020 19:39
Good find thank you for the additional info.
b
#12

gin

16.11.2020 06:37
Voted for this task.
JK
#13

Insanity82007

18.11.2020 10:02
Voted for this task.
TB
#14

Tomas Brynda

19.11.2020 10:33

Status changed from New to Fixed

Hi Hankeys,

thank you for reporting this problem.


There was a problem that when Minimum PT was set in Trading options, it forces settings Minimum PT to orders even if the strategy used no PT at all.

It will be fixed in the next release at the end of this week / beginning of next week.


Best regards,

Tomas

h
#15

hankeys

19.11.2020 12:33
superb

Votes: +9

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