Test of Backtest

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Viewing 15 posts - 1 through 15 (of 19 total)
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  • 12/10/2016 at 4:08 PM #18212
    MDS

    Hi All,

    I put on work a TS 40 days ago on a IG demo account .

    It get +30% in these days.

    I tried to backtest this TS on the same period of Time and I got different results… Only +10%

    Is It normal?

    The PRT versione is the 10.2 .

    Regards

     

    Ciao a tutti.

    40 giorni fa ho messo in demo un TS che ha guadagnato +30% in questo periodo. Poi ho provato a fare il backtest sul periodo appena passato, ottenendo risultati molto doversi.

    È normale?

    Sto usando la versione 10.2 di PRT

    12/13/2016 at 8:37 PM #18482
    Cosmic1

    The simple answer is yes, there will be differences between demo and live.

    12/13/2016 at 9:53 PM #18486
    Nicolas

    May also depend upon spread you put in your backtests and the real live one.

    12/15/2016 at 12:13 AM #18538
    MDS

    THX at all.

    Nicolas It is not the case.

    I put 1.5 pips on eurusd in backtest and usually at the real case it’s 0.6 pips. But the operation were 13.

     

    The performance difference is 100 pip profit in backtest and 300 in real case…

    THX a lot

    12/15/2016 at 9:13 AM #18542
    Nicolas

    There must be reasons to have this huge difference. Does the leverage the same between live and backtest? Did you get less orders in backtest maybe?

    12/20/2016 at 3:55 PM #18874
    MDS

    Hi all,
    excuse me for answering in late.

    I’ve attached the performance of the same code in backtest and in real mode.
    The backtest mode gained only 10 pips, in the real mode 300 pips.
    I’m using the 10.2 version of prt.

    EURUSD tf 1h
    I’ve seen that the close of positions in the backtest mode are on the close of the hour.
    In the real mode the position are closed in different way.

    I’ve put the TP and SL.
    Only I’ve put inside the trailing stop made by Nicolas that works moving the stop loss at the closing of the candle.

    Any clue?

    The 10.3 version is free from this huge bug?

    Regards,
    Mauro

    Ps: Nicolas, I’ve said about pips, not dollars or euros… I think that leverage is not so important in this case

    12/20/2016 at 4:09 PM #18881
    GraHal

    Make sure you are truly testing  over the same periods?

    It is yet another annoying feature of PRT that sometimes you have to close down everything and then open and start again to make sure the test period you have selected is what you think it is.

    You may be thinking … what is he going on about? 🙂 Please read below for clarification …  

    http://www.prorealcode.com/topic/run-bots-last-night-different-results-today/

    Cheers
    GraHal

    12/20/2016 at 4:37 PM #18883
    MDS

    Sure GraHal.
    I’ve checked it before writing here…
    The backtest started only 3 hours before I see.
    Take a look at the screenshots, please.

    Regards,
    Mauro

    12/20/2016 at 5:08 PM #18884
    jason

    Hi MDS and All
    I’ve taken a look and my guess is:
    Why are there missing trades, you have limited the code to 1 trade per day.  The trades are missing as you are already on market, but why are you on market, the trades should match.  Some of the trades closure times differ by 13 and 17mins or 1m40, were the charts on different timeframes when the code was set to run?

    That’s my best guess, will need more info for more guesses
    Cheers
    Jason

    1 user thanked author for this post.
    avatar Nicolas
    12/20/2016 at 5:13 PM #18885
    Nicolas

    Orders history of the real account to see if orders may have been rejected, please. Do you have 0 bar trades in backtests?

    I’d like to help more but quite difficult without the code.

    Actually the best I can do is to make suppositions 🙂

    12/20/2016 at 5:15 PM #18886
    MDS

    Hi Jason.
    I’ve called the prt support and they said to me that the problem is solved for 10.3 version.
    The tf is h1 for backtest and for the real mode.
    The code is the same.
    The trade is one per time.
    There are no limitation per day. The only one limitation is no trade if sunday (to avoid high spreads)…. but it’s the same for the backtest.
    I’ve put 1.5 pts of fixed spread in backtest… in real, usually, is about 0.6…. anyway 20 trade means maximum 20 pips of difference.
    In backtest I don’t have zero candles trades.

    Thx,
    Mauro

    12/20/2016 at 5:53 PM #18887
    MDS

    Nicolas I can’t see, if the order was rejected… I have 22 Ts running in demo account … I can’t see that.
    I’m using IG. If you know how to select the positions that a particular Ts produced, please tell me.

    12/20/2016 at 6:06 PM #18888
    GraHal

    Hi Mauro

    Try this … go Trading,  Order List then use the spanner / wrench to select System name and version then you will have the display as attached …

     

    1 user thanked author for this post.
    avatar Nicolas
    12/20/2016 at 9:24 PM #18893
    Nicolas

    Thanks a lot Grahal!

    12/21/2016 at 11:41 AM #18913
    MDS

    Hi all,
    GraHal, Nicolas… thank you.
    I’ll do as GraHal said.

    Regards,
    Mauro

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