Discussing How to Use Backtesting? article

[LordTwig]

Thanks Pipgrabber,

Yeah I didn't see that 'Common.lua.rc' was needed at top of resource file......tah.
It holds all missing resource data (that I ended up adding to the resource file myself....since deleted now I have your fix......

Fixed :226 attempt to concatenate global 'Buy' (a nil value). Silly me 'Buy' was supposed to be 'BUY'.... two totally different variables....My bad

But somehow it doesn't close open trades manually or those created by other strategies. But the terminal message alert says its closed. But the open trade is still there. I wonder if it detects open trades during enum. What could be the cause of such? (theoretically it should work right?)

I don't know the answer either, maybe Nikolay Gekht can answer that??

Cheers
Lordtwig

[Apprentice]

I would prefer to have access to the complete code.

Regarding the former issue.
Generally, if you replace all calls from external sources,
Then you will not need this rc.lua.

Instance.
Before (using rc.lua)
Indicator: Description (Resources: get ("description"));
after
Indicator: Description ("Description");

Instead of "Description" you can write anything.

[jackfx09]

I have the latest release of Trade Station loaded but I have errors listed when I try to perform backtests. "Failed to load BIGMACINDEX: the file format or version is invalid". Is there something I need to do. thanks!


sjc

[Apprentice]

I can not be sure.
But you probably have version of this indicator, which is several months old.
Download this new version should fix things.
In the meantime, TS has been updated, and the indicator has become incompatible.

[boss_hogg]

Regarding the length in time of the backtesting, how many candles would you go back to test a strategy in a specific time frame? A few hundred, a few thousand? Is there a rule of thumb?

Cheers,
Alkis

[willcsk]

hi there,,

im trying to place a pending order n got this error..
"specified offer not found,"

after some reading n searching ,, still cant figure it out ...

need some pointer from u,,,

thx,,,

-willie-

[Victor.Tereschenko]

hi there,,

im trying to place a pending order n got this error..
"specified offer not found,"

after some reading n searching ,, still cant figure it out ...

need some pointer from u,,,

thx,,,

-willie-

You'll get this error when you fill an incorrect value into the OfferID field. Check what this field contain when you get this error.

[boss_hogg]

Hi again, I just realised a serious issue with backtesting; I searched for relevant posts but didn't manage to find any.

Anyway, when I test a strategy on the TSII strategy backtester and the Lua Strategy Debugger->tools->check performance/backtest, I get completely different results! Different number of trades, different number of ticks simulated, different total P/L, different everything! Is there a reason for this?

[boss_hogg]

Is there an answer to my question above? I'm sure there is a reason for different results but it is essential to know which backtesting tool to trust and why...

[Alexey.Pechurin]

Hi, boss_hogg

I compared Indicore SDK 2.1 (the current version from fxcodebase) and
the last version of TS (01.12.031913) - it may be downloaded from fxcm.com.

I tried MA_ADVISOR strategy on EUR/USD and received exactly the same
results. Note that input paramters must be carefully matched:
- Use Quotes Manager prices;
- Account currency (USD);
- Are closing orders allowed -> FIFO/Non FIFO;
- Is hedging allowed -> Non FIFO with hedging;
- MMR is better to take from TS Backtester;
- Lot Size -> Account lot size;
- Allow Trading must be set to True;
When Indicore Debugger asks for Get History it's better to answer
Empty History.

In this circumstances I got exactly the same statistics. Note that
this version of Indicore SDK has known problems with backtesting of
CFD instruments that will be fixed in the next version which is not
released officially yet. The last version of TS Backtester doesn't
have such problems. So backtesting of CFD instruments can produce
different results.

Could you please provide more information about your backtesting
settings. Probably could you send to us Indicore project and TS
Backtester project which produce different results to investigate?

Thank you.