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Date/Time: Tue, 30 Apr 2024 19:29:50 +0000

Post From: SC hangs after about 50 backtests (Caused by custom study)

[2019-11-29 16:06:17] Link To Thread - Link To Post [Go To First Post]
j4ytr4der_ - Posts: 918
(replying from my other account since my main machine is busy and I can only log in under my TransAct username from there) Yes it is consistent. I'm now running backtests on 10 days of data on a 1 minute chart, and twice in a row it has failed at 294 backtests. I'm using Frederik's SST Auto Trader study, testing longs or shorts independently to identify higher probability entries in isolation, then gradually adding money management rules (stops, targets) to develop profitability. I have 4 studies: Highest High/Lowes Low over N bars CBBOAC for long signal CBBOAC for short signal SSTAT Currently I am using C > Highest High of last N bars, or < Lowest Low of last N. I am iterating over # of bars in breakout, initial stop distance, and target distance, long trades only. Let me know if there is any more information I can provide to help. Date Time Of Last Edit: 2019-11-29 16:22:50