-Swig-
01-05-2010, 10:44 PM
There is bug in beta 6 that seems to affect charting of backtesting results following an optimisation run with variable data series intervals.
This can be reproduced fairly consistently as follows. Note there is a year and a bit of SPI futures tick & minute data loaded into my NT database:
Open strategy analyser
Bring up the optimisation window on an instrument (I used SPI futures) and select SampleMACrossover
Ensure the settings are similar to the second attached screenshot (the start/end dates don't need to match; the critical change is to enable 'Optimize data series' and enter a range for the data series value)
Run the optimisation
Once complete, right-click the same instrument and select backtest
Change the minute interval to something odd (like 163)
Run the backtest
The result I get is what is shown in the first attached screenshot. It looks lie the chart gets set to the interval of the top optimisation result following the optimisation run, and doesn't get updated when you do a subsequent backtest with a different interval. As such the plots from the backtest are all messed up.
This can be reproduced fairly consistently as follows. Note there is a year and a bit of SPI futures tick & minute data loaded into my NT database:
Open strategy analyser
Bring up the optimisation window on an instrument (I used SPI futures) and select SampleMACrossover
Ensure the settings are similar to the second attached screenshot (the start/end dates don't need to match; the critical change is to enable 'Optimize data series' and enter a range for the data series value)
Run the optimisation
Once complete, right-click the same instrument and select backtest
Change the minute interval to something odd (like 163)
Run the backtest
The result I get is what is shown in the first attached screenshot. It looks lie the chart gets set to the interval of the top optimisation result following the optimisation run, and doesn't get updated when you do a subsequent backtest with a different interval. As such the plots from the backtest are all messed up.