Discussing How to Use Backtesting? article

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Discussing How to Use Backtesting? article

Postby Nikolay.Gekht » Wed Dec 29, 2010 2:49 pm

The article is here:
viewtopic.php?f=31&t=3036
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Re: Discussing How to Use Backtesting? article

Postby sunshine » Mon Jan 03, 2011 3:41 am

Great article! Thank you for such detailed and clear explanation.
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Re: Discussing How to Use Backtesting? article

Postby PipGrabber » Thu Feb 17, 2011 8:20 pm

Is there a maximum or limit as to how many backtesting you can do simultaneously? I mean for different time frames or currencies.

Coz I noticed using two, its still ok. But when I used 3 or more at the same time, its going crazy. :? :?
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Re: Discussing How to Use Backtesting? article

Postby Victor.Tereschenko » Fri Feb 18, 2011 8:34 am

PipGrabber wrote:Is there a maximum or limit as to how many backtesting you can do simultaneously? I mean for different time frames or currencies.

Coz I noticed using two, its still ok. But when I used 3 or more at the same time, its going crazy. :? :?

There is no limits on backtesting instances. Could you specify which strategies do you use to make backtest "crazy"?
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Re: Discussing How to Use Backtesting? article

Postby PipGrabber » Thu Mar 03, 2011 11:03 am

Victor.Tereschenko wrote:There is no limits on backtesting instances. Could you specify which strategies do you use to make backtest "crazy"?


Hi Victor! My apologies. My mistake. Its the minimal lot size in the back testing was set only to 1. That's why the graph varied, but the balance barely moved/changed. :oops: Set it back to 10000 and it went ok. Sorry.

Got another question though. Just an observation. When I scroll the graph to the left. The balance changes accordingly. Why is that? Is the first computed balance just a snapshot of the viewable graph window? So whenever you scroll to the left for past data. The balance changes. (recomputing?)

I've tried simultaneously the same time frame and strategy parameters for comparison. At first load. Both have the same balance as expected. But when you'll scroll one to the left. They began to differ. :?:
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Re: Discussing How to Use Backtesting? article

Postby sunshine » Fri Mar 04, 2011 5:03 am

PipGrabber wrote:Got another question though. Just an observation. When I scroll the graph to the left. The balance changes accordingly. Why is that? Is the first computed balance just a snapshot of the viewable graph window? So whenever you scroll to the left for past data. The balance changes. (recomputing?)
:?:

Yes. When you scroll the chart to the left, the new historical data are loaded and the strategy is recomputed.
By the way, the current production release has serious limitation - no more than 5000 minute bars per simulation session, but the next release will provide a fast and extremely precise simulation with genetic parameter optimization.
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Re: Discussing How to Use Backtesting? article

Postby Caalador » Tue Mar 15, 2011 3:09 pm

I don't understand why I can't use stop and limits in backtesting when on a FIFO account...stop and limits are used when 'live' testing the strategy fine...
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Re: Discussing How to Use Backtesting? article

Postby sunshine » Wed Mar 16, 2011 5:00 am

Hi Caalador,

If the strategy supports stop/limit creation on US-based accounts, the stop/limit orders should be created in both cases (live testing, backtesting). Please make sure that stop/limit settings are specified in the backtesting properties.
If you get some error when backtesting, please post here.

Caalador wrote:I don't understand why I can't use stop and limits in backtesting when on a FIFO account...stop and limits are used when 'live' testing the strategy fine...
sunshine
 

Re: Discussing How to Use Backtesting? article

Postby thisisit » Mon Mar 21, 2011 6:54 pm

Hi ,just trying to do some backtesting read the article and followed the instructions and it worked fine with the sample strategys but when i try to test others i get a error message eg
(string "CCI Strategy.lua"):103 attempt to index a nil value.

size of the trade in lots

Any help appreciated Cheers
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Re: Discussing How to Use Backtesting? article

Postby sunshine » Thu Mar 24, 2011 1:14 am

Hi,

Could you please post screen shots with Backtest settings and settings of the signal from Backtest?
Also please check the version of your Trading Station (menu Help -> About FX Trading Station).

thisisit wrote:Hi ,just trying to do some backtesting read the article and followed the instructions and it worked fine with the sample strategys but when i try to test others i get a error message eg
(string "CCI Strategy.lua"):103 attempt to index a nil value.

size of the trade in lots

Any help appreciated Cheers
sunshine
 

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