0.00 Abs Perf trades in back test.results.
- This topic has 3 replies, 2 voices, and was last updated 6 years ago by
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I am opening this topic here in addition to the one that I originally opened in the ProOrder forum so that it can be more closely monitored by PRT.
I have sent two support requests regarding the issue.
The original topic is at:
https://www.prorealcode.com/topic/0-00-abs-perf-in-backtest-with-cumulating-positions/
This issue is still on going for me and at least two others have noticed the same problem on their platforms. It makes analysis of back tests very challenging as the results of the Abs Perf = 0.00 trades are shown as even trades and so they mess up several of the calculations.
Here are two images showing what I mean. Several of the result calculations are meaningless due to the 0.00 Abs Perf trades and have been highlighted with arrows.
Something else I just noticed that may be related to the issue is the fact that now all the cumulated positions are shown as individual closures of trades. I’m certain that before if for example 2 positions of position size 1 had been opened then they would have been shown as one combined closure of a position size of 2 and not 2 separate closures of a position size of 1.
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I have just sent it a Technical Report also as I am real fed up with it!
Attached is my latest with 480 / 50% Even Trades … seems to be getting worse??
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I just had an email from IG saying that PRT have released a new build for the new automatic trading engine. I shut down my platform and re-started it and tested a strategy and all the above issues have disappeared so I would suggest that anyone else with this issue does the same.
Very good service from IG and thank you PRT for fixing it.
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