The simplest rotation system with an ROC optimized parameter:
Strategy Setting:
Data Manager:
Optimizing the system:
Sort by highest APR:
Right-click on the top line and select "Run a Backtest with these Parameter Values". And the result is completely different.
Tried the same with other indicators like StochD, StochRSI......
In all cases, the results of optimization and backtest do not match. And only when the RSI indicator is applied, the results are completely identical.
Strategy Setting:
Data Manager:
Optimizing the system:
Sort by highest APR:
Right-click on the top line and select "Run a Backtest with these Parameter Values". And the result is completely different.
Tried the same with other indicators like StochD, StochRSI......
In all cases, the results of optimization and backtest do not match. And only when the RSI indicator is applied, the results are completely identical.
Rename
I've found that using the rotational strategy code provided in a prior post allows for better customization and performance you seem to be looking for here. It took me a while to figure out the c# code but if you build a similar strategy you want with blocks and convert to c# you can copy and paste the two together quickly to achieve the strategy you want with the customization of c#. That's how I built my rotational strategy...
I’ve marked this for investigation.
By a little trial and error, it appears that indicators that have only a single parameter for Period will return the optimization result for a Rotation Strategy as if RSi were selected. Good catch fred9999!
Your Response
Post
Edit Post
Login is required