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When running strategy in backtest Account balance never updates
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When running strategy in backtest Account balance never updates
When running a strategy in a backtest, the Account is set to "Backtest", but the account balance is never updated as trades are closed. The balance just remains constant at 100000. Done using Account.Get(AccountItem.CashValue, Currency.UsDollar)Tags: None
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Hi aslane,
I'm afraid, you are right.
However, you can track this by yourself in the strategy script adding a few variables, for example as illustrated below.
Initial Capital = your backtest starting value.
UnrealizedPnL = (Position.GetUnrealizedProfitLoss(PerformanceUnit. Currency, Close[0]));
CumNetPnL = SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit;
CurrentCapital = InitialCapital + UnrealizedPnL + CumNetPnL
and update (& print) them on the fly as you like.
NT-Roland
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