Serious Bug, Spread not taken into account on backtesting

Questions about MultiCharts and user contributed studies.
geektrader
Posts: 100
Joined: 17 Jul 2009
Location: Germany

Serious Bug, Spread not taken into account on backtesting

Postby geektrader » 18 Jan 2010

Hello,

since MC 6 Beta 1 the "Extended Backtesting" (using Ask/Bid to base calculations for backtesting on) doesn´t seem to have any effect anymore. I always get the exact same backtesting-results down to the cent when using either Single Data Series OR Extended basing on Bid / Ask, though the spread for some instruments I am trading is really big.

In MC 5.5 this worked fine, but since MC 6 Beta 1 (and Beta 2) the Ask / Bid based backtesting seems to be completely ignored and always brings the same results as when using a single data series.

Can someone confirm?

geektrader
Posts: 100
Joined: 17 Jul 2009
Location: Germany

Postby geektrader » 19 Jan 2010

A strange thing I´ve just noticed is that on 1-Minute Bars it DOES calculate the backtesting corretly and using Ask/Bid makes a difference to just using a single series. However, from 2-Minute Bars and up it makes no difference which backtesting mode is used.

Really strange bug. Has someone looked into this? As it really is a serious problem for correct backtesting on non-major currency pairs that have huge spreads.

geektrader
Posts: 100
Joined: 17 Jul 2009
Location: Germany

Postby geektrader » 21 Jan 2010

The "bug" has been fixed, I accidently had different session-times for Bid/Ask. Setting both of them to the same session-times, Ask/Bid is correctly taken into account for backtesting. Thanks TS Support Team for the quick help.


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