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Testing a strategy #426033
07/15/13 15:33
07/15/13 15:33
Joined: Nov 2012
Posts: 126
B
blaub4r Offline OP
Member
blaub4r  Offline OP
Member
B

Joined: Nov 2012
Posts: 126
When testing a strategy (while the test is running) the first number should be the current profit in pips.
With one script I get the following problems:
1)
The profit is negative while the red bar is on the left
2)
The profit does not match the balance/equity curve of the strategy at all

This does not happen with similar strategies, though.
Is there a known bug?

Now I got this one:

Ü2 compiling.............. assets..
BackTest: Ü2 portfolio 2011..2013
Profit 441$ MI 17$ DD 102$ Capital 631$
Trades 645 Win 51% Avg -0.1p Bars 1312
AR 171% PF 1.04 SR 0.69 UI 10.3% Error 20%
Time 00:01:10
The average trade profit seems wrong to me...

Last edited by blaub4r; 07/15/13 16:57.
Re: Testing a strategy [Re: blaub4r] #426071
07/16/13 07:30
07/16/13 07:30
Joined: Jul 2000
Posts: 27,935
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,935
Frankfurt
It is sort of difficult to comment the performance of an unknown strategy, so I can not tell why you got the results that you got.

I would guess that your strategy trades different assets, has a slightly negative expectancy of average 0.1 pips loss per trade, but still achieves a profit due to different margins or different pip costs of the assets.

Re: Testing a strategy [Re: jcl] #426080
07/16/13 10:25
07/16/13 10:25
Joined: Nov 2012
Posts: 126
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blaub4r Offline OP
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blaub4r  Offline OP
Member
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Joined: Nov 2012
Posts: 126
This makes sense, thank you.
I will have to check my strategy.



Moderated by  Petra 

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