heres the thing, i created an efs and backtested it, what happened was when i looked at the equity chart, it just trended down nicely the whole way, so i figured if i replaced all the doLong()s with doShort()s and vice versa.. and all the doSell()s with doCovers()s etc, then it should to the same thing in reverse, but instead all it did was turn into chaos, does anyone have any idea why this might be? commission and slippage are set to zero in the backtest settings..
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reversing doLong()/doShort() orders dont reverse equity?
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Re: reversing doLong()/doShort() orders dont reverse equity?
kalzenith
You will need to post your code for someone to be able to determine if what you are seeing is the result of a logic error or if it is simply due to the nature of the strategy.
If on the other hand yours is just a generic question then you may want to post it in the Trading Strategies - General Discussions forum as that would be the more appropriate place for the topic
Alex
Originally posted by kalzenith
heres the thing, i created an efs and backtested it, what happened was when i looked at the equity chart, it just trended down nicely the whole way, so i figured if i replaced all the doLong()s with doShort()s and vice versa.. and all the doSell()s with doCovers()s etc, then it should to the same thing in reverse, but instead all it did was turn into chaos, does anyone have any idea why this might be? commission and slippage are set to zero in the backtest settings..
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