Dukascopy
 
 
Wiki JStore Search Login

UNABLE TO MATCH BACKTEST RESULTS
 Post subject: UNABLE TO MATCH BACKTEST RESULTS Post rating: 0   New post Posted: Thu 29 Nov, 2012, 13:53 

User rating: 0
Joined: Thu 29 Nov, 2012, 12:28
Posts: 1
Our team is relative new to Jforex (3 months) and figuring out all the little details that come out.

I am having trouble to match results back-testing our strategy. (must mention that our strategy summit orders for multiple pairs). It seem this problem started recently

We run our strategy with the same parameters (triple cked) and exact the same period and I obtain different results. We have cked the code and seems to work properly in both instances. Meaning that execute according to the strategy logic.

But it seems that our strategy reads slightly different historical data each time. And Obviously that change the outcome.

Both reports show exact first and last tick in all used pairs but the number of trades is different.

Reading the "processing Statistic" I noticed that all functions match in both reports but NOT in Order changes processing "on serve side".

What we need to look at to solve this problem? Obviously we can not trust the results until we know what we are missing.

Any help pointing in the right direction would be greatly appreciated.

Thanks,
J.

PS, I am attaching a screenshot of the Processing statistic.


Attachments:
processing statistic.png [166.81 KiB]
Downloaded 455 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 

Jump to:  

  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com