Randomize History Data on Daily Bars Issue

Hi im trying tu run Randomize History Data robustness test on SP500 on daily Bars.
 
Problem i have is that every test result is same like original result. It looks like no tests were performed. Other tests are working correctly. Any idea?
( I ve tried many sources SP data , CFDS, Futures etc, i tried this on 3.8.0 and 3.8.1 but same problem )

I get that when all trades are opened and closed on the same bar. You probably have the same problem. There could hardly be any other reason that I know of anyway. You need to make sure the either the stop loss or profit target are outside the range of the daily bars to avoid this problem.

Hi Mabi,

thanks! for help but unfortunately this is not the reason. I have tested it and strategies which hold position 10 days have  still same results in  case of randomize price history data.

Ive also  removed SL and PT and stop entry  from conditions but results have still same problem.

Hi, can you upload your strategy here or private section? This robustness test works for me correctly

Here is example

Hi, any update?

I have no exact idea if that is the case, but to me it seems that it is because of the ATR calculations that are being used to create the randomizing. I guess it has problems with the amount of decimal points in the SP500 symbol. So nothing you really can do anything about. But Mark should confirm this….

Hello, I am experiencing the same problem when testing with any setting possible for this test method. Mark will look at this what could cause it

hm, I have to look at it, but in any case, we’ll leave the fix for the new version, in which this will be completely reimplemented.

So I’ll try to make sure it works correctly in the new version.

What is your data Clonex? Dukascopy`s data on indices are not the best quality..This is what I have noticed.

Ducascopy indices data are totally unusable. Different trading hours etc… quandl, yahoo, csi. Btw thanks geek i guess the same reason. Ok im not happy but if this will be fixed in sq4 everything will be ok.