Discussing How to Use Backtesting? article

All posts which do not fit into any other sections of the forum.

Moderator: admin

Re: Discussing How to Use Backtesting? article

Postby dgross07 » Thu Apr 07, 2011 9:47 am

I believe I have set the back testing parameters correctly but I am not getting any equity curve info. What I am doing wrong?
Thanks
dgross07
 
Posts: 8
Joined: Tue Aug 31, 2010 2:11 pm

Re: Discussing How to Use Backtesting? article

Postby sunshine » Fri Apr 08, 2011 1:09 am

dgross07 wrote:I believe I have set the back testing parameters correctly but I am not getting any equity curve info. What I am doing wrong?
Thanks

First of all make sure that you set Allow Trading property to Yes in the strategies properties. For this:
1. Double-click the Backtest indicator legend (the text at the top left corner of the chart). Click the Signal property in the Backtest Properties window
2. Click the appeared button [...]
3. Set the Allow Trading property to Yes:
AllowTrading.PNG


Besides, do not forget that there are two kinds of expert advisors for the Marketscope: signals and strategies. The "Allow Trading" parameter is available for strategies only. Signals have no this parameter as they cannot trade. So for the signals you will always see the flat equity line.
sunshine
 

Re: Discussing How to Use Backtesting? article

Postby PipGrabber » Tue Aug 23, 2011 7:39 pm

Greetings!

Would it be possible to "log" or save the simulated results in a file, say excel for further analysis? The only way to know the exact pip gain is to run that strategy on demo and see the actual trades made. But what about the previous trades before you run the strategy. Its tedious to manually compute the pips gain/loss per trade made.

I doubt the history reports accuracy. Number of trades doesn't seem to show the actual number of trades made by the strategy. I see many trades made. But in the show report. Only a few made. :roll:
User avatar
PipGrabber
 
Posts: 46
Joined: Fri Jan 21, 2011 9:22 am

Re: Discussing How to Use Backtesting? article

Postby sunshine » Tue Aug 23, 2011 8:50 pm

PipGrabber wrote:Greetings!

Would it be possible to "log" or save the simulated results in a file, say excel for further analysis? The only way to know the exact pip gain is to run that strategy on demo and see the actual trades made. But what about the previous trades before you run the strategy. Its tedious to manually compute the pips gain/loss per trade made.

1) You can save the log using Indicore SDK. Use the Save Log command in the File menu.
http://fxcodebase.com/wiki/index.php/Wh ... SDK_2.0%3F
http://fxcodebase.com/wiki/index.php/Ba ... g_Strategy

2) You can export the history of equity balance changes from Marketscope. For this, you should use the command Export to Excel in the context menu of the chart.
shot1.PNG

Currently there is no way to save history of trades in Marketscope. I've passed your request to developers. By the way a public beta of new TS version will be available soon. The new version includes improved backtester and parameter optimizer right in TS.

PipGrabber wrote:I doubt the history reports accuracy. Number of trades doesn't seem to show the actual number of trades made by the strategy. I see many trades made. But in the show report. Only a few made. :roll:

Could you please make sure that backtest markers that are displayed on the chart indicate real trades. They may indicate just signals (no trades) and this confuses you.
Please also tell which strategy you are using. I cannot reproduce the issue on my side.
sunshine
 

Re: Discussing How to Use Backtesting? article

Postby PipGrabber » Wed Aug 24, 2011 9:18 am

Hi Sunshine,

Thanks for your prompt reply.
1. Yeah, cool. SDK a new tool to play with. ;) Was expecting the debugger to be with the LUA editor all this time. No wonder I can't find it. hehe.

The problem though is the current price data for 1min chart. Say last 5 hours or so. The one on the data folder are old prices. And on the codebase price archive, its only until june this year.

The csv file has a different data format. Not like that of marketscope when you export. Is there any tool to convert the marketscope data to that csv format so we can test the current prices. Not old ones. So hard to trace on the charts if it is so.

2. Yup, we can export, but only the equity is exported. Not the trades made by backtesting. Not what we're looking for. Ok, thanks. Hopefully soon.

3. I'm using the ma_advisor, 1 min. Its not signal. And it jibes with running the strategy trading at the same time backtesting the strategy. All the trades entered matches that of the arrows in the backtesting.
User avatar
PipGrabber
 
Posts: 46
Joined: Fri Jan 21, 2011 9:22 am

Re: Discussing How to Use Backtesting? article

Postby PipGrabber » Wed Aug 24, 2011 9:42 am

finally figure it out. its using that EXPORT to Indicore instead to excel for the current price feed. nice. perfectly gets every trade made on the chart. and viewing the "close trades" tab is what i'm really looking for. at one glance, you can see the profit and losses of each trade made. :D more like the details of the "show report". :mrgreen:
User avatar
PipGrabber
 
Posts: 46
Joined: Fri Jan 21, 2011 9:22 am

Re: Discussing How to Use Backtesting? article

Postby sunshine » Thu Aug 25, 2011 1:33 am

Hi PipGrabber!

PipGrabber wrote:The problem though is the current price data for 1min chart. Say last 5 hours or so. The one on the data folder are old prices. And on the codebase price archive, its only until june this year.

We'll update the price archive. Thanks for pointing to the issue.

PipGrabber wrote:The csv file has a different data format. Not like that of marketscope when you export. Is there any tool to convert the marketscope data to that csv format so we can test the current prices. Not old ones. So hard to trace on the charts if it is so.

You can save the data from Marketscope in csv format. This can be done with the Export to Indicore command in the context menu of the chart (File -> Export to Indicore).

PipGrabber wrote:3. I'm using the ma_advisor, 1 min. Its not signal. And it jibes with running the strategy trading at the same time backtesting the strategy. All the trades entered matches that of the arrows in the backtesting.

Thanks for the response. Could you please make sure that the time period in the report (From and To fields) matches the period on which you are backtesting the strategy.
sunshine
 

Re: Discussing How to Use Backtesting? article

Postby PipGrabber » Thu Aug 25, 2011 7:47 pm

sunshine wrote:We'll update the price archive. Thanks for pointing to the issue.

Great! Your welcome! ;)

sunshine wrote:Thanks for the response. Could you please make sure that the time period in the report (From and To fields) matches the period on which you are backtesting the strategy.

Yes, that's how I start counting the alerts/trades. Based on the "From and To" in the show report. The number of trades does not match the show report. I don't know why. Is it only me? :?

Hope the "closed trades" be also included on the show report page. Just below it. As details of the trade. Just like in the SDK. That way, one can really verify and check from the charts and from the report if it matches and no need to go to SDK to know the trades made. :roll:
User avatar
PipGrabber
 
Posts: 46
Joined: Fri Jan 21, 2011 9:22 am

Re: Discussing How to Use Backtesting? article

Postby sunshine » Fri Aug 26, 2011 5:22 am

PipGrabber wrote:Yes, that's how I start counting the alerts/trades. Based on the "From and To" in the show report. The number of trades does not match the show report. I don't know why. Is it only me? :?

I am sorry, but I cannot reproduce the issue.
With the current version it's not convenient to check from the charts and from the report if trades match. When you scroll the chart back to find the from period on it, you download additional history so that the backtesting is recalculated with additional data and can produce new trades for earlier data.
Note that currently the report doesn't show the total number of trades (it displays profit trades and loss trades separately).

I'd recommend you wait a bit and get the new beta version of the platform with improved backtester. It will display the log of trades directly in the platform. You don't need to go to SDK to know the trades made.
sunshine
 

Re: Discussing How to Use Backtesting? article

Postby PipGrabber » Wed Aug 31, 2011 9:16 am

sunshine wrote:
PipGrabber wrote:Yes, that's how I start counting the alerts/trades. Based on the "From and To" in the show report. The number of trades does not match the show report. I don't know why. Is it only me? :?

I am sorry, but I cannot reproduce the issue.
With the current version it's not convenient to check from the charts and from the report if trades match. When you scroll the chart back to find the from period on it, you download additional history so that the backtesting is recalculated with additional data and can produce new trades for earlier data.
Note that currently the report doesn't show the total number of trades (it displays profit trades and loss trades separately).

I'd recommend you wait a bit and get the new beta version of the platform with improved backtester. It will display the log of trades directly in the platform. You don't need to go to SDK to know the trades made.


ok, no problem. looking forward to that new beta version. thanks! 8-)
User avatar
PipGrabber
 
Posts: 46
Joined: Fri Jan 21, 2011 9:22 am

PreviousNext

Return to General Discussions

Who is online

Users browsing this forum: No registered users and 4 guests