First, thanks fot the V4 release, there are really some super improvements -well done to the team!
As the backtesting came into operation, I could not help myself from looking at this in detail. My first run seemed super and I then did an optimisation which worked very well - on 6 weeks of EUR/USD data.
However, that was with v175 and now, with 176, the runs are totally meaningless. As u can imagine, I am testing my GridMaker, the version that is posted here.
If i take all default conditions there are perhaps 3% of the trades there should be. If I select, in MY input params, wantLongs=false and wantShorts=true, I get lots of phantom trades - the grid can only have ONE position open at any one level (well, one long and one short) - which dont seem to influence the results.
With the opposite I get just a few % of the trades.
First, thanks fot the V4 release, there are really some super improvements -well done to the team!
As the backtesting came into operation, I could not help myself from looking at this in detail. My first run seemed super and I then did an optimisation which worked very well - on 6 weeks of EUR/USD data.
However, that was with v175 and now, with 176, the runs are totally meaningless. As u can imagine, I am testing my GridMaker, the version that is posted here.
If i take all default conditions there are perhaps 3% of the trades there should be. If I select, in MY input params, wantLongs=false and wantShorts=true, I get lots of phantom trades - the grid can only have ONE position open at any one level (well, one long and one short) - which dont seem to influence the results.
With the opposite I get just a few % of the trades.
I have tried with all methods to no avail...
:(