Results / equity curve broken

skaak's Avatar

skaak

18 Jun, 2010 02:20 PM via web

Hi - thanks for the new version.

I see in the notes that you are working on updating strategies continuously. Maybe this is related.

When I view a strategy's backtest results now it has a horrible equity curve. It is only going down and there is obviously something wrong - maybe costs as not a single trade seems to yield a profit, even ones that on visual inspection should do quite well.

Regards

  1. 2 Posted by skaak on 18 Jun, 2010 02:37 PM

    skaak's Avatar

    PS : If I run the strategy locally with the latest 1.3.0 then I get the correct results.

  2. Support Staff 3 Posted by Mathieu on 18 Jun, 2010 03:05 PM

    Mathieu's Avatar

    Hi Skaak,

    We have found the problem, and are working on a fix.

    In fact, we have changed some file formats internally, and a bug in the migration process has left a field where it should now be removed. Thus, the transactions fields are no longer correctly decoded for most older backtests.

    Data integrity has not been broken, but the display is ugly.

    We will fix the data as soon as possible (we are working on this now). If you can't wait until we get it fixed, simply rerun your backtest fresh, and the new data file will be in the right format, thus decoding will be ok.

    Mathieu

  3. Support Staff 4 Posted by Mathieu on 22 Jun, 2010 10:54 AM

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    Hi again,

    As expected, we have migrated all of our data to comply to our new version. It should now work fine both locally and on the web.

    Should a problem occur don't hesitate to give us your feedback, it is well appreciated.

    Mathieu

  4. Mathieu closed this discussion on 22 Jun, 2010 10:54 AM.

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