something wrong in backtest?  [SOLVED]

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whqt
Posts: 1
Joined: 27 Jun 2017

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, MC.net 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.
Attachments
report.png
report
report.png (173.21 KiB) Viewed 235 times
Bars.UpTicks[0] - Bars.Volume[0] == 0.png
order
Bars.UpTicks[0] - Bars.Volume[0] == 0.png (22.37 KiB) Viewed 235 times
data1.png
the data of 1min
data1.png (105.32 KiB) Viewed 235 times

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Anna MultiCharts
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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.
I also forwarded this reply to you by email as you sent us an email request. If you still have questions on this matter, please address them to me directly.


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