Inconsistent results in backtesting. After shifting paramete

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MeiHua
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Inconsistent results in backtesting. After shifting paramete

Postby MeiHua » 19 Mar 2013

I was changing parameters, then i reset them to the original default. Now I am getting totally different results. I have missing trades and just different trades in general. Anyone else having inconsistent results? I have the most up to date version of multicharts, updated it yesterday.

lbj_theking
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Re: Inconsistent results in backtesting. After shifting para

Postby lbj_theking » 19 Mar 2013

Hello

I made similar and worse experiences.

I was really when lucky when I was at my desk when MC enters a position during automated trading. This position was about 50 times (!) as large as it was supposed to be. I closed it immediately and faced only a double digit loss. When I looked into this, I could not understand it. In my strategy parameters is a value which controls the position size. The predetermined value was rather large (for backtesting purposes only) but the actual value of this parameter for the strategy was very small. Nevertheless, the strategy traded the amount of stocks as I would have used the predetermined value (I checked by changing to the large value). Only when I changed the value again to a different amount, it worked correctly again.
I used this strategy for month with MC 8.0 and also a couple of days with MC 8.5 without experiencing this error. Therefore, I guess that this error might be a result/byproduct of the numerous shut-down crashs which many users experience at the moment.

Yesterday, I wanted to review my strategies using the portfolio backtester. Some of the results did occur me to me as different than I remembered. Therefore I compared single strategy results in the backtester environment with the same strategy in MultiCharts itself. And I got different results. I spend half a day double- and triple-checking that all parameters and properties are really identical, but was not able to find the problem.

I am a big fan of MC and recommended it to a couple of people for its reliability and stability, especially regarding automated trading, but I have to say at the moment I am not satisfied with the new MC 8.5. I like the new features like the market profile or the enhanced chart trading. But not as far that I would accept the negative consequences which I am facing now. I just downgraded to MC 8.0 again, because I need a reliable system to work with.

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Henry MultiСharts
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Re: Inconsistent results in backtesting. After shifting para

Postby Henry MultiСharts » 19 Mar 2013

The backtesting and stability issues you are referring to have been already fixed in the new build of the MultiCharts 8.5 Release:

32-bit - Version: 8.5.6850
64-bit - Version: 8.5.6851

If you already downloaded MultiCharts 8.5 Release please upgrade to the new builds from this page - https://www.multicharts.com/trading-software-download/

evdl
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Re: Inconsistent results in backtesting. After shifting para

Postby evdl » 19 Mar 2013

Hello lbj_theking,

Backtesting in portfoliobacktester and in multicharts itself can have different results if you use IOG strategies.

The portfoliobacktester does not use IOG, even if this is in your code. That can be the reason for any differences.


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