Max Runup / Drawdown – No Data

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Viewing 10 posts - 1 through 10 (of 10 total)
  • 08/03/2022 at 8:44 AM #198394
    GraHal

    Anybody got any thoughts or reason why some Trading Systems show NO Data for Max Runup / Drawdown … see attached at red arrowhead?

    Or better still, anybody got a workaround / a fix please?

    08/03/2022 at 9:02 AM #198397
    PeterSt

    If you’d ask me … this is typically happening after too many / long backtesting. Restart the platform and it will be fine again.

    08/03/2022 at 10:03 AM #198403
    GraHal

    I haven’t done any backtests at all this morning and also I just restarted the platform and runup drawdown shows as exactly the same – No Data – as I show in the screen shot in my post above.

    08/03/2022 at 10:35 AM #198405
    GraHal

    I also just checked another 10 sec TF System and that shows no data either … see attached.

    08/03/2022 at 10:41 AM #198407
    GraHal

    Just checked a 30 sec TF System and runup / drawdown shows okay as nomal.

    I will set one of the 10 sec TF Systems running on 30 Secs TF to see if the NO data is System code / strategy related.

    08/03/2022 at 1:02 PM #198416
    GraHal

    No data for runup / drawdown is NOT confined to 10 sec or less TF’s.

    Attached is a TS running on 1 min TF with NO Data / 0 showing … see red arrowheads.

    08/03/2022 at 1:47 PM #198422
    GraHal

    Work around … show 100K bars on the equity curve and the runup / drawdown data populates!

    08/03/2022 at 1:54 PM #198423
    PeterSt

    So would it be about (a bug) requiring a sufficient amount of time (hours, days) which is less easy to accomplish with “seconds” timeframes (charts) ?

    08/03/2022 at 1:57 PM #198424
    GraHal

    I consider it a work-around as I just checked another TS which has only ever executed 1 trade and has only 1o0 bars (yes 100) showing on the equity curve and the runup / drawdown data populated straight off, no problem.

    So not all TS’s need 100K bars showing on the equity curve, but those that do not display runup / drawdown can be ‘coaxed’ into showing the runup / drawdown data by displaying 100k bars on the equity curve … weird or what!?

    08/03/2022 at 1:59 PM #198425
    GraHal
    PeterSt wrote:

    requiring a sufficient amount of time (hours, days)

    Seems not from my findings posted immediately above this post.

    Correction re my findings

    I checked again and it had done 20 trades, but it was a 1 min TF and runup / drawdown data populated when only 100 bars showed so only 1 hour 40 mins of equity curve.

    So its still a ‘some TS, but not all TS scenario’   … so I guess that could be described as a bug??

    Coffee now … my life is ticking away with all this testing and typing! 🙁

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