Backtest Anomaly

[arieal]

Hi
I was backtesting the appended file for months, every day, without problems, until two days ago when it began to give crazy results, only for the last 2-3 days.

The tests are ok for all the days of August and September except beginning 9/20 till today.

See how:

- Trade# 29, I am supposed to break for lunch at 12:10 on 9/20, and was done ok, but on

- Trade# 30, I am supposed to re-open a new trade after lunch at 13:10 on 9/20, instead went short on 9/21 at 10:40 and covered short for EOD on 9/20 at 4:10, i.e. the day before opening?

The same anomaly happened on trade# 36 when it opened on 9/22 and closed on 9/21.

The set up is: AB #F, 10 min chart, and:
- Stop Target Amount=2
- Moving Average=20
- trade_morning_start_time=940
All other parameters are default.


I’ll be grateful to get some help on this
Arie
Here are excerpts from my test:
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx

29 57 EntryLong Rev Long 9/20/2005 10:20 AM 673.9 1
58 ExitLong Exit Long for Lunch 9/20/2005 12:10 PM 673.6 1
30 65 EntryShort Go Short 9/21/2005 10:40 AM 659.1 1
62 ExitShort Cover Short for EOD 9/20/2005 4:10 PM 662.1 1
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
35 75 EntryShort Go Short 9/21/2005 3:10 PM 654.4
70 ExitShort Cover Short for Lunc 9/21/2005 12:10 PM 655.6
36 77 EntryShort Go Short 9/22/2005 9:50 AM 647.7
72 ExitShort Exit Short 9/21/2005 3:00 PM 656.6

[ACM]

Arie
What version of the software are you using?
Alex

[arieal]

Alex

1.I am using 7.91 (Build 732).

Being in doubt about my esignal having some corruption, I did download and install yesterday the latest version on top of the same latest version.
It didn't change the results.

2. The strange thing is that when I use an earlier version of my code that does not have any buttons, and I do not check for begining of the bar, just the CrossOver stuff, the results are ok.

3. Also, the corruption looks like happening only when testing the last 2-3 days in my test results.

4. How can I append the simulation test results?

5. This latest release has another annoying bug in the Strategy Analyzer results: It doesn't allow for highlighting a few lines in the resulting table of trades, and copy and past.

6. I also saw some other users complaining about closing trades before opening date and time, in backtesting.

Thanks a lot Alex,
Arie

[eSignal_JasonK]

Hello Arie,

There have been a few bugs found with the new Strategy Analyzer that was released with the initial installer for 7.9.1. They have since been corrected and we are in the process of updating the installer with the corrected version. I'll post an announcement when it is ready. This new version should resolve your issues.

[eSignal_JasonK]

Hello Arie,

Please download the updated installer from this post.