ww58
- ago
Why can such a situation arise that the evolved strategy shows results in evolver but absolutely does not open trades on backtest?

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ww58
- ago
#1
Or another strategy where the profits are significantly different

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Cone8
 ( 24.80% )
- ago
#2
It's no secret that backtests will give you different results when there are too many candidates for buying power. If there more than 10 instruments in your DataSet to which you apply 10% sizing, you can count on different results of that strategy for each run. And, the more instruments, more variability.

Edit -
I didn't notice the 0 trades in the first case. I'm not familiar with the PivotR1 condition, but it must be pretty restrictive.
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Cone8
 ( 24.80% )
- ago
#3
Yup, PivotR1 is a Daily indicator. In the 30 minute scale the EC indicator applied to Pivot looks to be a solid NaN (not a number).
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Cone8
 ( 24.80% )
- ago
#4
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