[Build 134] CRUCIAL - Severe differences in backtests

As can be seen in the images there is a very strange behaviour in the orders displayed. When i retest this strategy using real tick precision from 2021.04.01 to 2021.04.23 there is only one order on the last day. However if i retest this strategy from 2021.04.17 to 2021.04.23 there are many more orders. This makes no sense (this strategy also closes all trades on friday). Both retest are attached "EU" is the name I have given to EURUSD downloaded from dukascopy and cloned to new york trading hours.
Attachments
EU2H 87146.sqx
(11.50 KiB)
EU2H 871461.sqx
(11.70 KiB)
Captura2.png
(753.22 KiB)
Captura.png
(665.62 KiB)
  • Votes +7
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

m
#1

Martin

24.04.2021 22:27

Task created

m
#2

Martin

24.04.2021 22:28

Subject changed from Orders in backtest severe differences to Orders in backtest severe differences SQ131

m
#3

Martin

24.04.2021 22:28
Voted for this task.
b
#4

bentra

24.04.2021 23:53
Voted for this task.
o
#5

Enric

25.04.2021 09:44
Voted for this task.
k
#6

Karish

25.04.2021 20:57
Voted for this task.
mb
#7

Michal Brauner

05.05.2021 05:40
Voted for this task.
m
#8

Martin

08.09.2021 12:53

Attachment GJ15M 8231421.sqx added

Attachment GJ15M 823142.sqx added

Attachment image-0.png added

Attachment image-1.png added

Subject changed from [Build 134] Orders in backtest severe differences SQ131 to [Build 134] CRUCIAL - Severe differences in backtests

GJ15M 823142.sqx
(11.72 KiB)
GJ15M 8231421.sqx
(15.46 KiB)
image-0.png
(405.10 KiB)
image-1.png
(404.87 KiB)
Same strategy, same backtest settings except for the dates range of the backtest. Backtested on GPYJPY 15M from dukascopy, cloned to new york trading hours with exits on fridays. 

As can be seen in the images, the order placed on 2021.08.31 07:45:00 results in a losing trade in the backtest from 07.08.2021 to 03.09.2021. However it is a pending order in the backtest from 28.08.2021 to 03.09.2021. If the results depend on the date range selected there is clearly something broken with backtest at least in this indicator.

unknown.png?width=1095&height=593

unknown.png?width=1095&height=593

m
#9

Matze

12.09.2021 20:27
Voted for this task.
E
#10

Emmanuel

27.09.2021 16:42
Voted for this task.

Votes: +7

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