I bought and applied the license to the desktop I had been running for about a week.
After I did that it seems like some of the defaults for backtesting strategies changed which is aggravating but not a big deal.
Whats concerning is the backtest data. I completely deleted all data to see if there was a corruption there.
Then I built a S&P 100 dataset under my datasets so that I could pull data on the 5m and Daily bar size from Tradestation.
I can see at the bottom of the screen that it appears you dont throttle requests so it's super easy to overrun the data download quota. I am very familiar with their API and how it works, so I have seen this before :)
To my point, now when I look at a backtest, monthly returns, the very first month shows a huge negative % performance and then the rest looks like I would think it should be. But that huge - return the first month obviously throws the entire return/backtest off. It feels like a warmup period on the indicators is not being used to get the strategy warmed up and ready to go before trading. It's highly likely I am doing something wrong.
Pic attached for reference.
After I did that it seems like some of the defaults for backtesting strategies changed which is aggravating but not a big deal.
Whats concerning is the backtest data. I completely deleted all data to see if there was a corruption there.
Then I built a S&P 100 dataset under my datasets so that I could pull data on the 5m and Daily bar size from Tradestation.
I can see at the bottom of the screen that it appears you dont throttle requests so it's super easy to overrun the data download quota. I am very familiar with their API and how it works, so I have seen this before :)
To my point, now when I look at a backtest, monthly returns, the very first month shows a huge negative % performance and then the rest looks like I would think it should be. But that huge - return the first month obviously throws the entire return/backtest off. It feels like a warmup period on the indicators is not being used to get the strategy warmed up and ready to go before trading. It's highly likely I am doing something wrong.
Pic attached for reference.
Rename
The licensing doesn't affect anything in the Backtester.
Take a look at the Positions table and look at what's going on with the initial trades in that first month. Double click on trade items to see them charted. Maybe you'll see some bad data. Just a guess.
Also, if you're running futures, you'll need to enable Futures Mode in the Backtest Preferencesand probably set up the contract specs in Tools > Market & Symbols. (I don't know anything about the TS Provider.. so I'm just guessing it's not pulling in the specs.) .. I just looked.. it appears that the provider pulls in the specs from TS.. nice!
Take a look at the Positions table and look at what's going on with the initial trades in that first month. Double click on trade items to see them charted. Maybe you'll see some bad data. Just a guess.
Also, if you're running futures, you'll need to enable Futures Mode in the Backtest Preferences
I deleted the settings file and restarted. It appears to be working so clearly I made a settings change that created the problem.
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