by surfandturf » Tue Feb 14, 2012 9:51 am
Dear Apprentice,
thanks! It works now. For the beauty contest you could add the new added parameters from the Time Frame also to the RC File, like this it will be translated in the according language. An option to choose the local time in the window would be nice for everybody who is not living in NY.
More importantly, I found a severe bug in the backtesting tool (only, and not in the regular charts). The columne for ask and bid in the history log is switched, as well as in the chart!!! The ask price must be always higher than the bid price, which is not the case in the backtesting tool. The calculation according to the strategy is actually correct, but since the columns are exchanged it will deliver the wrong output (equity, balance). Wow, fatal... Therefore the generated results in this strategy (or in all other strategies?) are not correct. Please, try to fix this as soon as possible.
Further, I found that there is a difference in MMR requirement depending, if I backtest in the Real or Demo account. The MMR is a factor 4 higher in the Demo account using the same settings. I have no clue why this is so, but it gives me trouble depending on which strategy I am testing, I get to early a MC.
It would also be very helpful to have the used margin by the open trades subtracted from the equity or at least also shown graphically besides the equity and balance.
Thanks, for helping