If I separate two multi-condition groups with an or divider (which contain different filters), more trades are shown in the backtest than are theoretically possible (e.g. more trades than are calculated without the filters). Does anyone else have this problem? How can I solve the problem or is it a bug?
Rename
Let me give you an example:
In the example above there are 13678 trades. The trading logic consists of only 3 consecdown bars.
If I now add filters via two mulitcondition groups that are separated by an or divider, the total trades should be less. However, there are considerably more (37466 trades).
At least I think that's how Wealth Lab's logic works here, as I add further filters to the basic logic of 3 consecdown, which should result in fewer trades, as there is a link between the basic logic and the filters (both must be true).
Am I making a mistake in my thinking here and the logic in Wealth Lab works differently or is this a bug?
In the example above there are 13678 trades. The trading logic consists of only 3 consecdown bars.
If I now add filters via two mulitcondition groups that are separated by an or divider, the total trades should be less. However, there are considerably more (37466 trades).
At least I think that's how Wealth Lab's logic works here, as I add further filters to the basic logic of 3 consecdown, which should result in fewer trades, as there is a link between the basic logic and the filters (both must be true).
Am I making a mistake in my thinking here and the logic in Wealth Lab works differently or is this a bug?
Indeed, looks suspicious to me.
Doesn’t look suspicious to me. In case 1 you have 1 Condition. In case 2 you have 3 Conditions, let’s say A, B, and C. It’s set up to resolve to true if either:
- Condition A and B are true
OR
- Condition C is true
Condition C is actually a Multi Condition so either if it’s two sub Conditions can be true for it to resolve to true.
I’m not sure why you and Eugene think there is a problem here.
- Condition A and B are true
OR
- Condition C is true
Condition C is actually a Multi Condition so either if it’s two sub Conditions can be true for it to resolve to true.
I’m not sure why you and Eugene think there is a problem here.
I don't understand, why there are more trades than in the first example (whitout additional conditions).
Because in the second example you can have trades if EITHER Condition (A+B) is true OR Condition C is true.
OK, now I understand it :-) Thank you Glitch!
Makes perfect sense!
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