Quote from: telemaco on January 15, 2014, 03:00:50 AM

Quote from: OleOle on January 15, 2014, 02:18:06 AM

Quote from: MaxBTC1 on January 15, 2014, 01:03:04 AM

Firstly, I love this and think its great.

However...

I backtested the recommended settings for BTC-e for 1 week....all fine. Tidy little profit.

I then fucked around with the settings for next half an hour to an hour, and upon returning to the original settings the backtest results were different.

Why is this? My numbers are exactly the same.

Well, I'm not exactly sure, but I'd speculate that the thing that creates the difference is the price of BTC/USD as the live price is always fluctuating, so may have changed in that 30-60 mins that you were tweaking the settings. If say the price was $830 and when you first backtested, it's probably not going to be the exact same price when you backtested it slightly later, it might be $825 or $840 or whatever and I'd suspect that this difference would be responsible for the difference in the backtesting results.

Just a thought.

I think that is quite confusing.
If i am backtesting at 9:30 and it gives a X gain result, and then i backtest again at 9:31 i get another one.

I think the backtest should always be based on the 0:00 + the time period (hourly/2h/6h/etc) + the tick offset
not on timenow() + the time period (hourly/2h/6h/etc) + the tick offset

Let's imagine i try to create a comparative table of backtests to choose the best one i prefer

If I am backtesting on Hourly with 0 tick offset, i think is confusing to consider that the backtest is the timenow() + 0 offset because the timenow() is changing all the time so i cannot rely on the data of my own table after 5 minutes have passed.

I think it could be more clear always basing the backtests on the 0:00 hours (like 1:00, 2:00, 3:00, etc for hourly) and i you want to have your trades to execute at 0:45 you can configure the offset to +45 minutes. Like that you will be able to create a comparative table and get some conclusion.

Does it make any sense?

Cheers,

Thanks guys, that clears it up.