When specifying lots (instead of using "default") the results from the "Optimizer Report" show reasonable but after applying the settings, the "backtest performance report" is completly invalid, showing hardly any trades and totally different results.
This is using the latest version (8969.9) in the off-line mode.
"User specified" code:
entry_order_sh = OrderCreator.StopLimit(new SOrderParameters(Contracts.UserSpecified, EOrderAction.SellShort));
exit_order_sh = OrderCreator.StopLimit(new SOrderParameters(Contracts.UserSpecified, EOrderAction.BuyToCover));
entry_order_ln = OrderCreator.StopLimit(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
exit_order_ln = OrderCreator.StopLimit(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Sell));
entry_order_sh.Send("ROSe", enterSt[sh], enterLim[sh],100);
exit_order_sh.Send("ROSx", exitSt[sh], exitLim[sh], 100);
using user specified lots confuses Backtest report.
- Henry MultiСharts
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Re: using user specified lots confuses Backtest report.
Hello hairyMug,
Please send me (support@multicharts.com) the following information for analysis:
- workspace you are using;
- in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument (with data). Send me the Qmd export file for analysis;
- in PowerLanguage editor->File->Export->export the study you are using for backtesting. Send me the study export file.
Please attach a detailed description and highlight the issue on the screenshots.
Please send me (support@multicharts.com) the following information for analysis:
- workspace you are using;
- in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument (with data). Send me the Qmd export file for analysis;
- in PowerLanguage editor->File->Export->export the study you are using for backtesting. Send me the study export file.
Please attach a detailed description and highlight the issue on the screenshots.