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two odd programs when backtested with RE

Posted By whunio 4 Years Ago
Posted Wednesday July 09 2014
I encountered two odd programs when backtested with RE.
1.In the trade list/position list, the exit price is not the close price of the last bar of data when the trade is uncovered position.
2.The trade list of Strategy A which obtained by backtesting the portfolio of Strategy A and Strategy B is not consistent with the trade list that got by backtesting just the Strategy A. And there is not error "account value is negative" in two tests.

Posted Friday July 11 2014
These sounds like coding issues. The best way to debug these types of issues is to attached RightEdge to VS and use the debugger to verify variables, otherwise you will just be guessing at what the problem is.


Edited: Friday July 11 2014 by alpha23

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