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Backtesting problems with 4-hour chartsBack to topics list |
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Vooch
2005.07.12 12:33
Sometimes I'll run a backtest on a 4-hour chart and the script will do nothing for several days/weeks, then all of the sudden, it'll order a ton of stuff on 1 day.
The problem is that it keeps ordering stuff at an old price and selling at a newer price. Start at order #57 on this report and look at the repetitive junk that comes out: http://www.quantinetics.com/forex/StrategyTester.htm You would think I'd be a multi-millionaire with this report (173 winners and 4 losers), but there's some sort of bug in the interpretation of data that is just not right. I'm experiencing this problem on a couple different Expert Advisors. Note: Modelling quality 25.00% - Vooch |
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hdb
2005.07.12 14:11
I have the same problem.
hugues |
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