Backtesting curve and statistics control

amiscell's avatar

amiscell since: 19 Nov 2013;

  07 Jan 2014, 17:41
Backtesting curve and statistics control

I noticed that the backtesting statistics such as Drawdown are incorrect, since they are only updated when a trade is closed, just like the gain curve which is displayed as the backtesting progresses.

One approach would be to provide a method in the robot class which can invoked by the robot in backtesting mode, for example from the OnBar callback or wherever the developer prefers, which forces the curve to display the current state at that point (balance and equity), and also updates the drawdown statistics accordingly.

Spotware's avatar

Spotware since: 23 Sep 2013;

  08 Jan 2014, 11:35

We are aware of this and will fix it in future releases.

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