Page 1 of 1

Backtest result very different after upgrade to 15.0 Release 2

Posted: Jul 19 2024
by josh0306
And I found out what's causing the big difference - is my extensive use of these functions in my strategy to find out the previous day's low and high -

Code: Select all

Value1 = RS_DailyDataArray( NumDays, arr0, var0, arr1 ) ; condition1 = CurrentBar = 1 or Date <> Date[1] ; if condition1 then begin Value2 = RS_TrueExtremes( NumDays, arr0, var0, var1, var2, var3 ) ;
My question is - has the Release 2 changed any of the output of these functions?? If so, what has changed? I can't seem to find info on this from the release note.

Thank you in advance.

Re: Backtest result very different after upgrade to 15.0 Release 2

Posted: Sep 02 2024
by faraz
MC older and MC latest version comparison required to identify the issue or to re-write updated function to calculate as per requirement.




Trading Excellence ! ! !
1stChoiceStrategy.com