0.00 in optimize report
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Weird issue today. I am back testing a strategy on the DJI daily on demo. When I use a position size of 1 all is OK but if I use a position size of 0.5 the ‘Optimize Report’ window shows values of 0.00. The back test optimization has run OK and if I click on any return it shows me the correct equity curve etc but the ‘Optimize Report’ window just does not show the results. Change the position size to 1 and the window is filled out correctly.
I have now added a variable position size to the strategy and I notice that I get different results in the ‘Optimize Report’ window to the results in the ‘Detailed Report’ window. The tick mode is showing zero and it is not a strategy that uses tick by tick data anyway so that is not the issue. If I fix the position size to 1 then the results in each window are the same.
This is making back testing impossible to do with any thing but a position size of 1.
This issue is still occurring. A different strategy today and I am getting different results in the ‘Optimize Report’ window to the actual results of the strategy. I have a variable x which is multiplying position size and the results are identical with a multiple of 1 to 1.9 and from 2 to 2.9 so it seems that the ‘Optimize Window’ is not displaying the results with decimal position in the position sizing and defaulting to displaying the results of whole number position sizing only.
Was it on your Platform which is direct with IG
Recently I have been developing on three different platforms. Two direct with IG and one via PRT which can be a little confusing. Luckily I have coloured them differently and so I can say that as the images I posted have green backgrounds than it was definitely on the PRT sponsored account.
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