calgo optimization - "last tick drawdown"

PanagiotisCharalampous
04 Jan 2018, 15:57

Dear Trader, 

Thanks for posting in our forum. Unfortunately the information provided is not enough for us to help you. Can you post the code of the cBot and some detailed steps on how to reproduce this behavior? This way we will be able to determine if this is a bug or not.

Best Regards,

Panagiotis

ctid410629
04 Jan 2018, 16:00

thanks for quick reply!

it is not related to bot at all. it looks like simulation "feature" (a bug actually).

so there is a big loss at the end of any strategy being simulated

and this happens even on bundled standard demo strategies

PanagiotisCharalampous
04 Jan 2018, 16:30

Hi ctid410629,

Can you provide us with the following information please?

1. A demo cBot that reproduces the problem.

2. Optimization settings that you use.

3. A screenshot of the problem.

The above information will help us reproduce the problem.

Best Regards,

Panagiotis

ap11
08 Jan 2018, 10:08

Dear Trader,

Please not that last point on Equity Chart added when backtesting finishes. And it shows minimum and maximum equity values for period since last position close. 

It will be away from balance value (yellow line) if you have positions opened. Because positions does not close automatically when backtesting finishes. 

You might want to see result for this positions. To do so you can close all positions in OnStop method:

protected override void OnStop()
{
    foreach (var p in Positions)
        ClosePosition(p);
}