I think that we have some bugs in the results summary when running a strategy backtest.
I am attempting to move over from NT6 to NT6.5, and I believe that I have catered for any errors in my own code or systems by:
- checking the RELEASE NOTES and making any code changes
- testing the same strategy in NT6, using exactly the same operating system, and with no extra loaded software which might be interfering in some way.
I have attached images showing firstly the successful results obtained in NT6, and then the errors that are being shown in NT6.5.
It seems to me, that as the strategy is starting with a profit of -750%, I really can't see how this can be due to my strategy setup.
It seems to be a performance reporting and charting problem, as a quick review of my chart shows that in general, the trades are pretty similar. The only trades that are being affected badly, are those that require a check of performance data (eg. p&l) before the trade is allowed to proceed.
Please review, as it is creating quite a lot of "uncertainty" (not to mention wasted time) for me...
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