Thinking Stuff's ATM

Automated Trading Machine (ATM) makes it simple to remove fear and greed from your trading. Automated trading is no longer just for the rich or nerdy. Our revolutionary software runs on your computer, using your trading rules, but none of your emotions. There's just one requirement - you know how to use a mouse.  Learn more...

Thinking Stuff's ATE

Automated Trading Execution (ATE) is where we run your trading systems for you on our servers. Your system can be exported from ATM, or written in plain English and we'll make it for you. We'll even backtest and suggest improvements if you want us to. This service essentially automates your automated trading.  Learn more...

Thinking Stuff's Groups

Join a group of like-minded individuals, and help each other to trading success. Once you join a group, you will have access to that group's trading systems, ideas, and feedback. And please contribute your own knowledge as much as possible. Or contact us to start your own group.  Learn more...

Bug: bunch of backtesting bugs [Fixed in v3.0.1]

No replies
Sun, 03/14/2010 - 00:46
sharky
sharky's picture
User offline. Last seen 2 days 5 min ago. Offline
Joined: 03/06/2009
Groups: ATM Wiki, MLRB, Sharky's Golden Group

Here are some problems with backtesting:

  • After the first exit at market, all following trades are exiting at the same bar as the entry bar.
  • All other summary results and charts showed Short trades clearly had a loss, but the Ending Balance (and therefore also the % gain and % gain p.a.) are positive.
  • % winners + % losers + %break even don't equal 100% (as those 3 figures are each being rounded to whole numbers)
  • Need status updates on Chart window when adding all the chart icons from a backtest result.
  • Open Backtest Result button on completed list tab on Backtesting window is always disabled.
  • Backtest results "P/L By Trade" charts x-axis is showing dates rather than trade numbers.
  • Chart is showing some indicators based on the ASK price even though the BID was charted. Comes about when charting backtesting results and when copying indicators from a saved chart or using a chart template.

n/a
Top