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Direct MessagesDate/Time: Wed, 22 May 2024 01:18:32 +0000
Post From: Draw up and Draw down are incorrect
| [2017-02-01 06:15:00] |
| AcquaLife - Posts: 33 |
|
Here you are showing negative numbers so we are not sure how that is even possible:
High Price While Open-53.89 Low Price While Open -29.81 Were these actually negative numbers? I am sorry no they are not negative numbers. I just used the dash to try and separate them from the word they are positive numbers Are you able to consistently reproduce the problem by just simply performing manual trading during a replay? We had the Replay Mode set to "Standard Replay".
I have not done any manual trading during replay i just do the Accurate Trading System Back Test Mode Another issue that could be causing a problem is that you may have an existing Position at the time of the first fill which is creating the problem based upon its High/Low During Position values. Clear all existing data with Trade >> Clear Trade Simulation Orders and Data before running the test. However, be aware this is going to clear all of that data.
Every time i do a simulation i go to Trade >> autotrade system replay backtest and it says it clears replay/back test trade data. Another issue that could be causing a problem is that you may have an existing Position at the time of the first fill which is creating the problem based upon its High/Low During Position values.
based on my previous response i do not think this is the case additionally, i am only trading one contract. please advise on how i can help you address this problem. Thank you so much for your help. On another note, i am using the front month contract and changing the start date to 2014-01-01 and doing the continuous futures contract - volume based rollover |