Different trades with different backtest start time

• 11/10/2016 at 10:53 PM #16364
  Somatolysis

  Hi Community,

  let´s say I like to run a system like this one live:

  defparam preloadbars=5000 defparam cumulateorders=false if not longonmarket and dayofweek=1 and time=000000 and average[3000](averagetruerange[1000])<averagetruerange[1000] then buy at market endif if time=100000 then sell at market endif

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  defparam preloadbars=5000 defparam cumulateorders=false   if not longonmarket and dayofweek=1 and time=000000 and average[3000](averagetruerange[1000])<averagetruerange[1000] then buy at market endif   if time=100000 then sell at market endif

   

  If I start the backtest on Oct. 14th there is the trade from Nov. 8th missing in comparison to a start date of the backtest on Oct. 1st.

  The start of the backtest should show similar results as the live system which starts on the same date.

   

  But how can this difference appear in different start dates of the system. Thought with preloadbars this problem of missing history is solved. But now it doesn´t seem so.

  Can anyone explain?

   

  Thank you and regards,

   

  Soma

  

  Somatolysis

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  11/10/2016 at 10:54 PM #16367
  Somatolysis

  Instrument is EURGBP Mini – forgot to inform in origin subject

  

  Somatolysis

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  Topics: 7

  Replies: 25

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