A signal generates 377 trades, including two trades are wrong (see screen shot).
This signal is applied on a single data series.
Of course, the data are correct and do not include data on the location of the two erroneous trades.
How to explain and correct this anomaly ?
Thanks in advance,
Backtest with 2 wrong trades
- ABC
- Posts: 721
- Joined: 16 Dec 2006
- Location: www.abctradinggroup.com
- Has thanked: 125 times
- Been thanked: 409 times
- Contact:
Re: Backtest with 2 wrong trades
I have seen something similar when using look-inside-bar backtesting with tick precision and there was a wrong tick in the database.
If you are using l-i-b open a tick chart for the date of the wrong trades and check if this is correct.
Regards,
ABC
If you are using l-i-b open a tick chart for the date of the wrong trades and check if this is correct.
Regards,
ABC
Re: Backtest with 2 wrong trades
As you are using 3 different data sets for the signal generation please show us the 3 sets bid/ask/trade in each sub-chart for this trade ....
I'm on ABC's side that there is a bad tick in the db. I often saw it with FXCM charts from the IQ-feed after updating charts and their data (specially bid/ask) ...
Just take a look on your chart ... It is crushed at some point by false data and no longer sync between bid/ask/trade.
Just an idea from my side.
I'm on ABC's side that there is a bad tick in the db. I often saw it with FXCM charts from the IQ-feed after updating charts and their data (specially bid/ask) ...
Just take a look on your chart ... It is crushed at some point by false data and no longer sync between bid/ask/trade.
Just an idea from my side.