i clean my database no min or dayly bars
import same file same time UTC, first time i import end of bar timestamp
ok optimize strategy , look profitable , then
I Delete Data !!!!!!!!!!!!!!!!
Load Same file Same Time UTC !!!
But Start of Bar Time Stamp !!!!
try my strategy set in it fail 30% down
i try same testing with 5-6 diffeent starategys
very simple strategys like generic STO cross
no time imvolve in trading
same result no of then was possitive ufter i import start of bar datastamp
Wood some wood exlain how come time stamp effect STO cross to fail in backtesting 30% ????
i use 1min data to import
then for backtesting use 10min
Do you think i have to delete cache data ?
i did it no difference
strategy like this
very interesting if i optimize first and second test
output will be very match different
i dont think i catch data gaps on optimisation
end of bar timestamp after optimization abut $4000 profit
start of bar timestamp after optimization $1000 profit
use same date range and metod optimisation
how come 1min different in time stamp make $3000 differents after optimization output ?
if (CCI(Cci)[0] < -LevelEnter && SMA(MaBuy)[0] > SMA(MaBuy)[BarsBuy])
if (Close[0] > SMA(MaBuy)[0])
if (Close[0]<High[1])
{
EnterLong(Lot, "Buy");
SetStopLoss("Buy",CalculationMode.Ticks,Stop, false);
SetProfitTarget("Buy",CalculationMode.Ticks, Profit);
}
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