portfolio backtester problems

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bwb
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portfolio backtester problems

Postby bwb » 08 Sep 2009

hi
i've been experiencing recurring problems with the portfolio backtester:

1) when i optimize, after a very lengthy period of connecting to the data, the report results are displayed. then when i go to click on backtest the software 'freezes up'. this happens 100% of the time when i optimize using the custom formula (ie the net profit/ maxddratio).

2) after completing a backtest, i try to save the portfolio performance report but the software 'freezes up' every single time. is it because the report is very large (it's based on a very large intraday database)?

3) also it would be great if as an alternative returns could be displayed based on a fixed capital amount.

thanks

bwb
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Postby bwb » 10 Sep 2009

regarding 1) above:

i saved 2 portfolios: the only difference between the two being one is set up for a custom optimization and the other a 'regular' optimization based on net profit.

the latter portfolio performs/calculates just fine. the first one freezes up as described every time.

go figure.

still cannot save the portfolio performance report. it's not a size issue (we're talking about 1000 trades or so).

i agree with a previous poster: being able to copy/paste from parts of the portfolio performance report would be very useful.

cheers

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Andrew Kirillov
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Postby Andrew Kirillov » 18 Sep 2009

bwb,

What is the version/build you are using? There was such a bug in previous releases (in case you have IE8.0 on your PC). Now it is fixed. Please use the latest version available and let me know.

bwb
Posts: 15
Joined: 24 Aug 2009
Location: Palm Beach
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Postby bwb » 20 Sep 2009

yep, it's working now. (both issues)

thanks!

bwb
Posts: 15
Joined: 24 Aug 2009
Location: Palm Beach
Has thanked: 3 times

Postby bwb » 23 Sep 2009

saving the portfolio performance is still problematic: last night it took over 5 hours to save to excel a file that is only 17mb...



being able to copy/paste from parts of the portfolio performance report would be very useful.

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Andrew Kirillov
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Postby Andrew Kirillov » 28 Sep 2009

bwb,

To investigate this issue we need this .xls file at least.

Zip & email me or upload to some file server and PM me the link.


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