There is a big difference between backtesting results I get for a simple strategy on MC v4.0 and MC v5 beta3.
The strategy tested is very simple:
Buy next bar if the current bar is a downbar
Sellshort next bar if the current bar is an upbar
Teh performance results differ greatly. On v4.0 the strategy comes out succesful with almost any combination of stoploss and profit target.
On v5.0 beta 3 the strategy never turns out profitable.
I have tested with tiny time intervals so the difference cannot be attributed to intrabar tick differences.
I have also used quotes on the same time window.
Moreover the strategy is so simple and generates so many trades that the average results do not differ when testing with different quote series on either MC 4 or MC 5 by itself.
Does someone have any idea what may be causing this.
Thanks,
Steven
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Different perf. results for same strategy on MC 4 and MC 5
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- Posts: 11
- Joined: 28 Aug 2007
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- Posts: 11
- Joined: 28 Aug 2007
Hi Super,
No problem here you go:
inputs: variatie (.2) ;
condition1 = C < O ; // Currentbar bar is red
if time > 0000 and time < 2350 then
begin
if marketposition = 0 then
begin
if condition1 then
Buy ( "Barchg LE" ) next bar at close + variatie stop ;
end;
end;
I am testing this on the April gold contract (GCJ9), 233 tick bars.
Thanks for your reply!
Best regards,
Steven
No problem here you go:
inputs: variatie (.2) ;
condition1 = C < O ; // Currentbar bar is red
if time > 0000 and time < 2350 then
begin
if marketposition = 0 then
begin
if condition1 then
Buy ( "Barchg LE" ) next bar at close + variatie stop ;
end;
end;
I am testing this on the April gold contract (GCJ9), 233 tick bars.
Thanks for your reply!
Best regards,
Steven
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- Posts: 407
- Joined: 01 Jan 2008
- Been thanked: 3 times
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi Steven,Hi Super,
No problem here you go:
inputs: variatie (.2) ;
condition1 = C < O ; // Currentbar bar is red
if time > 0000 and time < 2350 then
begin
if marketposition = 0 then
begin
if condition1 then
Buy ( "Barchg LE" ) next bar at close + variatie stop ;
end;
end;
I am testing this on the April gold contract (GCJ9), 233 tick bars.
Thanks for your reply!
Best regards,
Steven
brodnicki steven is right. It is important to make sure that you have the same starting point for the calculations (same max bars back). Also, when comparing the performance of the strategy in the two versions of MultiCharts, please make sure that:
1. The symbol has identical settings and sessions in both versions.
2. Data requests are the same (better to use the From...To request to make sure the starting point is the same).
3. Signals should be identical.
4. Strategy settings should be the same.
We could run tests for you is you provided us with the following information:
a) The workspace
b) Complete code (what you posted only has entry conditions
c) Settings for this symbol in QM
d) Screen shots illustrating the problem would be helpful as well.
I look forward to hearing from you.
Thank you.