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Forums>StrategyQuant>Application Support>Strategy trading differently in backtest

  • #234482 |
    Customer
    3 Posts

    Hi there. I wonder if this is a known bug?

    Through random generation, I have created a breakout strategy where the average trade duration is 0.81 bars (H1 time frame) which is great. When I run backtests though, the trades open and close instantly. While roughly 45% of trades should be winners, the backtest shows about only 6% are winners and basically all trades seem to open and close instantly.

    I’m not sure why the trades open and close instantly. Clearly the strategy shouldn’t be operating this way. Is there a known cause of this type of behaviour?

    I have generated other strategies with the tick data I’m using for this and the same problem has not occured before.

    #234509
    tomas262
    Administrator
    1823 Posts

    Hello, can you attach the strategy that is causing you the issue? You can attach the an email to support@strategyquant.com

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