How to review results of Data Playback?

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wismc848
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How to review results of Data Playback?

Postby wismc848 » 14 Nov 2015

I just started paying attention the data playback feature of MC. its a great feature, but how to review the results? In my case at least the signals generated are very very different from what I see in backtest. The playback signals seem to be more accurate than backtest compared to the real time results produced by the same data.

I can tweak the signals and rerun Playback to produce different results.

The strategy performance report tabulates the backtest results.

The Trade Performance report tabulates the real time autotrade results. It appears it does not reflect any modified results produced in playback. The same is true for the Order and Position window.

Is there a Playback Performance Report?

tony
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Re: How to review results of Data Playback?

Postby tony » 16 Nov 2015

Note that bar magnifier does not work in playback mode, which depending on the instrument traded and style of trading (i.e. IOG = true) can result in a difference in results with back tests were versus replay mode.

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Henry MultiСharts
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Re: How to review results of Data Playback?

Postby Henry MultiСharts » 24 Nov 2015

Hello wismc848,

You can review the Playback results in the Strategy Performance Report while you are in Playback mode. Once you terminate playback and go to realtime - the Strategy Performance Report will show the baktesting results.


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