Mismatch between account sizes- visual backtest vs optimiser
Posted: Sun Jan 29, 2012 6:14 am
Hi,
Both normal tests and tests run using Strategy Optimiser result in the account history tab being filled with details of the trades placed.
In optimiser you have the option of choosing an Initial Deposit, this Initial Deposit may be different to the Initial Deposit chosen for normal testing (Tools|Options).
When these two Initial Deposit values are different and a strategy is run in optimiser the Account History tab shows the Initial Deposit that was entered for normal testing, not the Initial Deposit entered into optimisers' settings window.
The calculated values/results in the optimiser window appear to correctly use the Initial Deposit entered into optimisers' settings window.
I would like to see this fixed. For now the only workaround is to ensure both Initial Deposit options are set to the same value. This isn't too difficult but it does mean there is no point in having both options available if they have to be identical.
Steve
Both normal tests and tests run using Strategy Optimiser result in the account history tab being filled with details of the trades placed.
In optimiser you have the option of choosing an Initial Deposit, this Initial Deposit may be different to the Initial Deposit chosen for normal testing (Tools|Options).
When these two Initial Deposit values are different and a strategy is run in optimiser the Account History tab shows the Initial Deposit that was entered for normal testing, not the Initial Deposit entered into optimisers' settings window.
The calculated values/results in the optimiser window appear to correctly use the Initial Deposit entered into optimisers' settings window.
I would like to see this fixed. For now the only workaround is to ensure both Initial Deposit options are set to the same value. This isn't too difficult but it does mean there is no point in having both options available if they have to be identical.
Steve