Seem having a problem with high definition backtesting

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Phil Pw
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Seem having a problem with high definition backtesting

Postby Phil Pw » 03 Jul 2009

I,M trying right now the new beta version and I can say that new version are very welcome in the trading world. But I have a problem with the high definition backtesting feature. I have run a strategy and I load 4 day of ES at the resolution of 512 ticks and it take about 10 minute to have a result and when it come, it seam that the high def doesn't work at all. Does someone have notice this??

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Postby TJ » 03 Jul 2009

what do you mean by "doesn't work"?

what did you do?

do you mean nothing happened?

or do you mean you expected "A" result, but the result was "B"?

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Postby Phil Pw » 04 Jul 2009

Thx TJ,

No the problem is that I have a strategy that I put intrabar generation on it and for replicate the real time result I need the high definition chart on tick chart. I choose 1 tick resolution. I plot 512ticks bar chart on ES and aplly my strategy. I wait alot for only 4 days of chart and when the signal appear on the screen. It's like I didn't have put the high defition chart on resolution on tick. I,m getting the same result has if I didn't choose the high defintion chart. I work too on trastation and the ticks resolution work good on there side.

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Postby SUPER » 04 Jul 2009

I think there is some issue with intrabarordergenerated systems, I ran a optimisation test with Backtesting Precision ticked with "Use Bar Magnifier" set to 1 Minute on a 5 Minute chart. The optimisation report showed results similar to one without Backtesting Precision used.

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Andrew Kirillov
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Postby Andrew Kirillov » 06 Jul 2009

Dear Phil and SUPER,
Yes I confirm that we have a bug in the high-definition backtesting. We made a mistake in the configuration of the build and the functionality that is responsible for the optimization hasn’t been included.
We will try to fix it shortly and release Beta 2.

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