Hi,
I discovered this morning that, on one chart, signals were not functioning correctly (e.g. missed trades when backtesting).
All morning I've been trying to find the cause. I thought that maybe one of the "off" signals was interacting with the others but now know this is not the case.
I copied and pasted the window (chart) and did not change a single setting. Now all the signals work correctly.
If I hadn't noticed the subtle error I could have carried out days of flawed optimisations, so if there are any obvious ideas as to why this happened, so that I can avoid it in the future, I would greatly appreciate them.
Thanks!
Signals backtesting till copy & pasted chart, now work fine
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
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Re: Signals full of bugs till copy & pasted chart, now work
Hello wilkinsw,
1) Do you mean you are comparing realtime signal calculation with auto trading turned off and backtesting on historical data?
2) Do you use IOG and bar magnifier for your strategy?
3) Which version and build number of MultiCharts do you use?
4) Have you noticed the same behavior before?
1) Do you mean you are comparing realtime signal calculation with auto trading turned off and backtesting on historical data?
2) Do you use IOG and bar magnifier for your strategy?
3) Which version and build number of MultiCharts do you use?
4) Have you noticed the same behavior before?
Re: Signals full of bugs till copy & pasted chart, now work
I have been having a similar issue, just copied the chart window and will see if I can get similar results. In my case, simply turning on/off signal status in the format signals will have signal produce different results. different entries and exits, some missed entries etc. this was working before, but i have run lots of back tests on same workspace. i do not have IOG on. am not using regular charts.
also the results of an optimization during backtest are different from from the results i get when i apply the parameters of optimization.i want to share my screen/workspace with your engineers
also the results of an optimization during backtest are different from from the results i get when i apply the parameters of optimization.i want to share my screen/workspace with your engineers
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2958 times
Re: Signals backtesting till copy & pasted chart, now work f
mfalme, all optimization issues were resolved in MultiCharts 8.5 Release 6850/6851.
Inputs format issues connected to system localization (German and Swedish) were resolved in MultiCharts 8.7 beta 2.
MultiCharts 8.7 Release should become available to public this week. Please update to the latest version once it is available and let me know if you still have any issues with optimization parameters.
I would recommend studying the following articles:
Backtesting vs Live Trading
Intra-Bar Order Generation, Bar Magnifier on Non-Standard Chart_Types
How Signals are Calculated on regular charts
Why an Order Was or Was Not Executed
Why Identical Charts Are Showing Different Strategy Trading Results
If any calculation or orders are still unclear please provide the following:
1) What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About);
2) Attach workspace you are using;
3) in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument (with data). Send me the Qmd export file for analysis;
4) in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing;
5) In MultiCharts go to File->New->Open Order and position tracker window-> Orders tab->make sure you are not filtering the information in columns, then go to File->Export to excel. Also export the information from the Logs tab;
6) Please attach a detailed problem description and highlight the problem on the screenshots.
Inputs format issues connected to system localization (German and Swedish) were resolved in MultiCharts 8.7 beta 2.
MultiCharts 8.7 Release should become available to public this week. Please update to the latest version once it is available and let me know if you still have any issues with optimization parameters.
I would recommend studying the following articles:
Backtesting vs Live Trading
Intra-Bar Order Generation, Bar Magnifier on Non-Standard Chart_Types
How Signals are Calculated on regular charts
Why an Order Was or Was Not Executed
Why Identical Charts Are Showing Different Strategy Trading Results
If any calculation or orders are still unclear please provide the following:
1) What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About);
2) Attach workspace you are using;
3) in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument (with data). Send me the Qmd export file for analysis;
4) in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing;
5) In MultiCharts go to File->New->Open Order and position tracker window-> Orders tab->make sure you are not filtering the information in columns, then go to File->Export to excel. Also export the information from the Logs tab;
6) Please attach a detailed problem description and highlight the problem on the screenshots.