After installing Build 132, backtesting a strategy no longer works. The backtest runs through, but does not produce any results. I suspect the reason for this is that it is a ‘nested’ strategy. This means that it contains several entry blocks and exit blocks. Strategies with only one entry and exit block work normally. I am attaching an example image:
Rename
There are 3 strategies and they all run independently, so I wouldn't use the word "nested".
It isn't Build 132, probably your data range has "moved". For example, the 20-period RSI of SPY has only been below 30 once in the last 4 years... last April. So check your data range and the RSI values during that time.
It isn't Build 132, probably your data range has "moved". For example, the 20-period RSI of SPY has only been below 30 once in the last 4 years... last April. So check your data range and the RSI values during that time.
@Cone: Unfortunately, that's not the problem. My screenshot is just an example to clarify what I meant by ‘nested’ (it's just a random collection of entries and exits). Everything works with Build 131. With 132, there are no results in the backtest (as if there had been no trades, even though there were several thousand) and no signals either.
I am currently trying to narrow down the error. It is not due to the aforementioned nesting. It seems to be caused by a single indicator. I will get back to you as soon as I have found the culprit.
I am currently trying to narrow down the error. It is not due to the aforementioned nesting. It seems to be caused by a single indicator. I will get back to you as soon as I have found the culprit.
I found the error. It is the formula shown in the photo in the Eval indicator. It cannot be the Eval itself, as it works in other strategies in Build 132. It seems to be due to a component of the formula for the Eval. As I said, everything works fine in Build 131. Here is the formula:
The CPct and LR indicators work perfectly when used individually.
It seems to be due to the formula, although I wonder why it worked perfectly up to and including build 131.
The CPct and LR indicators work perfectly when used individually.
It seems to be due to the formula, although I wonder why it worked perfectly up to and including build 131.
I know Cone changed something in the LR indicator. You probably need to enter another parameter in LR?
@Cone: Can you help me? The formula is part of a strategy that I trade live.
I don't have Eval so can't check it, but what if you change it to:
LR(Close,5,false)
LR(Close,5,false)
@Glitch: It work`s. Thank you very much :-)
I was actually looking for a rule with LR in the original post (another WealthLabber had alerted us to the issue 2 days ago), but you didn't show the strategy that had the problem.
It was an oversight not to make that last parameter optional for the LR.Value() call. It already is optional for LR() and LR.Series() in 132, and will be for LR.Value() in 133.
It was an oversight not to make that last parameter optional for the LR.Value() call. It already is optional for LR() and LR.Series() in 132, and will be for LR.Value() in 133.
Your Response
Post
Edit Post
Login is required