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Forums>StrategyQuant>Application Support>Difference between Generation and retesting

  • #257532 |
    Participant
    7 Posts

    Hi I have a problem, I’m not able to understand why the EURUSD D1 strategies in generation phase and in the retest give extremely different resutls. I attach the screenshots and the strategy, could someone help?

    Thanks a lto

    Diego

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    #257543
    tomas262
    Administrator
    1826 Posts

    Hello Diego,

    before the strategy is retested do you load the strategy config into the Retester? Check the screen attached

    You need to retest strategies using the very same settings they were built with

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    #257548
    Participant
    7 Posts

    Hi, thank you, I did and it seems now working. However testing in an higher TF I got the situation attached for all the strategies. Any clue why this could happen? I’ve also made a backtest in MT4 and the strategies produce trades.

     

    Thanks again for your support.

    Diego

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    #257553
    Customer
    794 Posts

    you must be doing something wrong but hard to say what…

    if you have the same settings in builder and retester the backtest is the same, there is no problem

    did you have the same view turned on and see really the same info?

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #257567
    Participant
    7 Posts

    Hi I reset everything and now seems to be fine, the trades are generated, probably there were some mistakes in configuration but don’t know what.

    Now the only small discrepancy I still notice is this one: during retesting,  changing only the data range of histricial data I got small differences in results of the first year. This happens for all strategies, not just in some cases.

    For example see screenshots below:  same strategy, all same parameters into retester except for the data start day: in one case 01.05.2003 in the other 01.01.2011. I got different results in 2011. I’ve checked the list of trades and seems to be in the shorter period (starting from 2011) few trades at the beginning of the year are missed. I thought this could be due to some shifting periods in indicators in entry signals but this seems to be not the case either. the singals for the strategy in fact are

    LongEntrySignal = (Close(Main chart)[1] crosses below HeikenAshiClose(Main chart)[1]);

    ShortEntrySignal = (Close(Main chart)[1] crosses above HeikenAshiClose(Main chart)[1]);

    Any previous experience in such behaviour?

    THanks a lot.

    Diego

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    #257604
    Customer
    430 Posts

    Probably because some trades are open already in period were the backtest overlap.

     

    #257606
    Participant
    7 Posts

    Thanks but this is not the case. No pending orders and no indicator’s periods, below the pseudocode. This behaviour happens for all the strategies and different TF (I tested H1, H4, D1)

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    #257613
    Customer
    794 Posts

    you are doing something strange…you didnt describe what are you doing…i am not getting any differences

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #257615
    Participant
    7 Posts

    I simply retest strategies with two backtest data setting. first retest: from 2003.05.05 til 2020.04.10, second retest from 2011.01.01 til 2020.04.10. No other changes and I got different result for 2011.

    #257621
    Customer
    794 Posts

    it could be simple as mabi said….you have open trade from 2010 to 2011 or the logic for entry is delayed…

    how long did the difference last in 2011? is it question of some first trades?

    because long period of bars valid could mean, that the logic of strategy could be different

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #257660
    Participant
    7 Posts

    From the ones I analysed 3/4 months (since March/April). As I said the strategy enters at market (no pending orders) and is based on Ichimoku, no indicators or periods which can apparently cause the delay. I start to believe this is general issue since it always show up in all the backtests. Does this not happen to you also? Tnx

    #257677
    Customer
    794 Posts

    i think i dont have this issue

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

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