Support Board

Date/Time: Sun, 05 May 2024 04:11:50 +0000

Post From: Back Test Speed

[2018-03-26 05:26:14] Link To Thread - Link To Post [Go To First Post]
joer - Posts: 41
I decided the spreadsheet I was working with was too large and complicated to try and trouble shoot this replay problem with. So I created a new one leaving out most of the formulas, leaving me with a very basic, small spreadsheet. I upgraded to the latest version (1725)and started using the bar based back test as you recommended. A month of data now takes only a minute or two so I am able to test a year worth of data in a reasonable amount of time. I am quite pleased with this and was producing the type of results profit wise I was looking for. FYI I am using your Sierra data feed and 1 tick interval for all this testing. As a final check before actually trading with this system, I ran a system replay back test. This takes about 15 minutes for a month of data. Not too bad. But here is the problem. The back test results for the bar based back test for 3/1/2018 thru 3/23/2018 showed a profit of $4,279. But when I ran the replay back test the results were a loss of -$3,164. I ran both types several times and get the exact same results each time. I also ran for other months and saws similar results. My question is how can there be such a huge and totally opposite result from these two methods? And sadly, it appears the method you said I need to use, the bar based back test, is the one that is wrong. This has all been very frustrating. Date Time Of Last Edit: 2018-03-28 19:02:26