Hi,
I have a strategy based on 6 months of 15 minutes 20 day WMA data. The backtester reports Profit % as 15.16% and then goes on to report APR as 39,707,597.75%!
Also if I run the optimizer and review APR, I get crazy results in the 10s of 10,000 against a profile over 6 months of 10-15 per cent.
Regards Tim
I have a strategy based on 6 months of 15 minutes 20 day WMA data. The backtester reports Profit % as 15.16% and then goes on to report APR as 39,707,597.75%!
Also if I run the optimizer and review APR, I get crazy results in the 10s of 10,000 against a profile over 6 months of 10-15 per cent.
Regards Tim
Rename
APR is just a calculation. It's calculated correctly. But if there's garbage in, there will be garbage out (GIGO). There's not much to go on here. We don't know the DataSet, data provider, if there were dividends, or even if leverage/Futures Mode is in use. Why don't you start by taking a look at the Positions, sort highest at the top, and see if some of those trades look realistic to you.
It sounds like even though you may have selected 6 months, you might not be getting 6 months of data back from the provider. If you open a chart how much data do you see?
Hi @cone and @glitch,
Yes, I think it's the data that's being pulled in that was the problem.
Sorry to have wasted your time.
Thanks Tim
Yes, I think it's the data that's being pulled in that was the problem.
Sorry to have wasted your time.
Thanks Tim
Your Response
Post
Edit Post
Login is required