It will be interesting to compare the two versions again in a few weeks time. The last trade for your version was a loss and a win for my version so comparing over the same test period yours is now in a slight loss and mine £100 up. Hopefully in a few weeks time we will have an answer as to which is the winner! Although I just noticed that I am running your version with my money management turned on and my version with it turned off. I won’t change it now as I don’t think it will make much difference at this stage of the strategy test period.
Yes Nice idea and very interesting to have the results in a few months.
Other things with a 200k backtest tick by tick :
- Number of positions = 1214 (Balmora74 code) versus 986 (Vonasi code) = better overnight fees profit with Balmora74 code
- Less DrawDown with Balmora74 code
- A better Profit Factor with Vonasi Code (1.47) versus Balmora74 Code (1.45)
May the best win !! ( a beer 🙂 )
