something wrong in backtest?  [SOLVED]

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something wrong in backtest?

Postby whqt » 04 Jan 2018

when I use data ‘bars.upticks’ for backtest in the data of 1min,I found something impossible in my backtest,and I think when I use ‘bars.upticks’ for backtest, actually use the data ‘bars.volume’,so I design a simple test for this. I give the order : If Bars.UpTicks[0] - Bars.Volume[0] == 0 buy_order.Send; Bars.UpTicks[0] - Bars.Volume[0] == 0 sellShort_order.Send() and in my test ,for all the data of 1min , the value of ‘bars.upticks’ always equals 'bars.volume'. so I wanna know if i do something wrong during backtest or there's a bug in the system ofbacktest.
report.png (173.21 KiB) Viewed 504 times
Bars.UpTicks[0] - Bars.Volume[0] == 0.png
Bars.UpTicks[0] - Bars.Volume[0] == 0.png (22.37 KiB) Viewed 504 times
the data of 1min
data1.png (105.32 KiB) Viewed 504 times

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Re: something wrong in backtest?  [SOLVED]

Postby Anna MultiCharts » 12 Jan 2018

Hello, whqt!

If you use ASCII mapping please make sure that UpVol and DownVol are properly supplied to your MultiCharts from the mapped file.
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