Backtests not saving results when platform closed and reopened

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  • This topic has 13 replies, 3 voices, and was last updated 1 year ago by avatarBatty.
Viewing 14 posts - 1 through 14 (of 14 total)
  • 11/27/2023 at 3:15 PM #224401
    Batty

    Hi, I’ve been experiencing this for some time. Specifically, when running back-tests on a system, when I have had the platform open for some hours, I save everything and restart it in order to not have the problem of it automatically closing mid-way through a back-test. However, it often does not save the latest variables, so I often have to run the back-test on the previous set of variables again. It is such a waste of time.

    I have been meticulous making sure the variables from the latest back-test are input and saved before I close the platform down E.g. today I ran a back-test on four variables in a system, then updated those variables and then selected a three other variables to run next. Then I closed the system editing window as I wanted to restart the platform. I saved everything, opened the editing window just to check that the latest variables from the previous back-test and newly selected variables were all as they should be. They were, so I closed the editing window again , saved everything again and then closed the platform (V.12)  … it always asks if you want to save before exiting the platoform, so I confirmed “save” …. so it was saved multiple times.  Yet on opening the platform and then the system editing window, the variables from the previous back-test were selected i.e. it had gone back to the previous back-test without saving any of the results that I had updated into it.  This used to happen infrequently but recently it happens very regularly.

    Has anyone else experienced this, or is there already a thread on it somewhere else?  Any comments or guidance would be greatly appreciated.

    11/27/2023 at 3:22 PM #224403
    Batty

    Just to clarify …. by editing window I am referring to the “Trading System Creation” window and the issue I have detailed relates to the variables input into the “Definition of Variables” window that opens from it.

    11/27/2023 at 3:46 PM #224405
    GraHal

    Before you Quit, ensure that any variable values are entered as fixed in variable value optimiser. Then close all windows except the backtest equity curve window. Make sure you untick the ‘keep window open’ box and then do a final backtest run and make sure no optimise results table show.

    Then Quit, save on Exit … then tell us if all is the same when you log back in?

    1 user thanked author for this post.
    avatar Batty
    11/27/2023 at 4:27 PM #224406
    Batty

    Thanks GraHal …. I’ll follow this procedure exactly as you have outlined it and will let you know how it goes.  Strange think is though, what I am doing now is the same as I have done countless times in the past without issue but now, as I mentioned, the problem occurs regularly.  No problem though, if doing it the way you have outlined solves it …. will get back to you.

    11/27/2023 at 4:37 PM #224407
    GraHal

    Maybe in the past was v11 and now is v12?

    My findings … a few bugs / weirdness has crept in with v12.

    11/27/2023 at 4:40 PM #224408
    Batty

    I think that is most likely right … it does seem to coincide with switching to V12

    12/05/2023 at 3:20 PM #224884
    Batty

    I’ve been trying different options and following your suggestions GraHal. As far as I can make out, in order to save your updated variables before restarting, the key thing is to start the back test running and then save it.  You can then stop the back test and restart the platform.  This can be with the variables all fixed, but if you are intending to run a different set of variables when you restart, you can set the variable ranges as you wish, then start it running, and then save it. I have been waiting for the first few results to show before saving … I’m not sure if that is necessary or not, or whether starting the BT and saving immediately is sufficient.

    If I do it this way the variables are all as I want them when I restart the platform … so far at least 🙂

    12/05/2023 at 3:38 PM #224885
    GraHal

    I read above that you doing File Quit > Save and Exit WHILE a backtest is still running??
    Am I reading correctly?

    Least you have a workble solution now anyway?

    12/05/2023 at 4:08 PM #224887
    Batty

    No, sorry if I was not clear.  I am starting the backtest, then clicking SAVE as soon as a few results show, then stopping the backtest and then restarting the platform (which I always do via save and exit so it is saving it twice).  This seems to ensure that the latest variable inputs are saved and not lost.  I think it might work the way you say too though.

    12/05/2023 at 4:33 PM #224889
    PeterSt

    It is sufficient to do this when you want to save your code (this is what you just described) :

    1. Start a Backtest briefly, press as soon as you like Stop (thus abort the Backtest).
    2. Save the platform by means of Exit and Save (the Save is asked for when you Exit).

    Or Export the code(save it to your local permanent storage).

    It is sufficient to do this when you want to save your Optimization Parameters :

    1. Change a parameter (or you already did that).
    2. Save and Exit the Platform by means of Exit. It does not require a brief Backtest. Not here. 🙂

     

    12/05/2023 at 5:06 PM #224896
    Batty

    Thanks for the your PeterSt … but my issue has been specifically with it not saving the Optimization parameters I have set within Trading System Creation . I have not had any issue with it not saving Code … or at least I don’t think I have.  But to be sure of saving the Optimization parameters I am finding it does need the brief Backtest procedure.  I think it has changed since I got V12 as I’ve only really noticed it since then.

    12/05/2023 at 5:14 PM #224897
    GraHal

    Ought we to differentiate between …

    1. Backtest with fixed variables in the optimiser (we could call it BT-fixed?).
    2. Optimisation Backtest with NOT fixed variables in the optimiser (we could cal it BT-opti?).

    Just a suggestion / ideas, you can throw it out, but when reading above last few posts, I found myself thinking … which backtest??

    12/05/2023 at 5:40 PM #224900
    PeterSt

    Batty, the subject has passed by several times in the past. Whether things changed in V12 … I did not notice that.
    Possibly we must think the other way around : when do things get Not saved :

    Actually there is one main reason that I know of (apart from forgetting to Save at exit of PRT), and that is letting expire the 18 hours and the platform shuts down itself. No matter whether you Saved explicitly during the session, all changes will be lost.

    So in the end it is really about Saving and Exiting right away (avoid the opportunity to lose things by changing things and Exit without Saving).

    Otherwise the two things I mentioned are apparent : 1. A brief backtest is required to save the changed Code in the first place and 2. that backtest is not needed for changing Optimization Parameters. But Save before Exit.
    However …

    Batty wrote:

    it always asks if you want to save before exiting the platoform, so I confirmed “save” …. so it was saved multiple times.  Yet on opening the platform and then the system editing window, the variables from the previous back-test were selected i.e. it had gone back to the previous back-test without saving any of the results that I had updated into it.  This used to happen infrequently but recently it happens very regularly.

    I surely recognize that too. I can not count the emails I sent to PRT support with texts like “and I saved 10 times at least and now again it’s gone”.
    … But it requires some special situation, like that Exit you did not apply (the 18 hours thing, where you actually start your first post with).

    Did you watch your saved and used Template Name ? If anything is wacky, it’s that. So I encountered a 100+ times that the wrong template was loaded. And miraculously some times the stuff you talk about, loads wrongly back with the wrongly loaded Template.
    It is relatively difficult stuff for PRT because with a Template you want to save / reload chart etc. settings, not program codes or Optimization Variables.

    Do you use what you see below ? It tends to be destructive for your Parameters in general. I am now holding on to this “dimension” for 4 weeks or so (this is in V12) but usually things break in a couple of days. Things just break up in there and the weirdest things happen. Mentioning it just in case.

    12/05/2023 at 6:26 PM #224902
    Batty

    GraHal … your suggestion does clarify things ..

    1. Backtest with fixed variables in the optimiser (we could call it BT-fixed?).
    2. Optimisation Backtest with NOT fixed variables in the optimiser (we could cal it BT-opti?).

    In which case, the problem as I have experienced and posted about originally has been in the context of BT-opti.

    PeterSt – it is not a result of not having saved on exit, nor having passed the expiry when the platform shuts itself down. Neither does it relate to templates. Just simply not saving the latest variables I have set in the BT-opti context. This is despite for example, me having closed the optimiser, saved everything, reopened the optimiser to check the variables are still correct, and then saved again on exit …. on restarting, the variables have gone back a step, to the set of variables as they were in the previous back test before I updated and saved them. So this happens even if I 1) save 2) reopen the optimiser to check all is correct after saving and then 3) save and exit the platform. This doesn’t seem right.

    However, running a brief back test, running it for a few minutes until the first results start showing,  and then exiting that back test  … and then saving seems to solve it.  It’s not a major problem doing this though it doesn’t seem to be the way it should be working.

    2 users thanked author for this post.
    avatar GraHal, avatar PeterSt
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