Strategy tester, opposite signals same results

David Diez  

Hi there,

At first I must say I was wrong on my signals and now it seems going ok.

But there's a very strange issue with the strategy tester, first we'll see how they were those signals:

      //+------------------------------------------------ Signals ---!
      bool Range=ADX<25,OB=RSI>61.8,OS=RSI<38.2;
      bool BuySignal=Range&&OB&&PDI>25,SellSignal=Range&&OS&&MDI>25; // Should be Oversold for long and Overbought for short.

At this point we have two signals, buying on overbought and shorting on oversold.

So, I've tested the strategy as it was written buying on BuySignal and shorting on SellSignal:

         if(BuySignal==true&&LongPos<1){ // Go LONG (...)
         if(SellSignal==true&&ShortPos<1){ // Go SHORT (...)

Then I've tried in the opposite way just to check its performance, and got the same result:

         if(SellSignal==true&&LongPos<1){ // Go LONG (...)
         if(BuySignal==true&&ShortPos<1){ // Go SHORT (...)

Don't actually know if someone else can explain this but it would be interesting to know what's happening with the strategy tester, why the same result.

The main reason why I ask about this is because I can't get pretty sure on backtester results, there are strategies working fine on OHLC which then fail on RealTick,

even there are strategies working fine on RealTick which then fail on demo account, and finally there are strategies having them all to make it profitable which fail on the strategytester.