Backtesting report error when using filter......need help.

#1
I have developed a trading system which is still a beta version, its in testing stage right now.......I am having a small trouble while backtesting. I have selected 10 scripts which are best suited for my Trading System. I added all the 10 scripts to my FAVORITES. Now while backtesting for my trading system with the foll settings
FORMULA : SFX Trading System
PARAMETERS : DEFAULT
TIMEFRAME : 15MINS (Futures Mode)
APPLY TO : FILTER ( defined as FAVORITES )
RANGE : FROM TO DATE

The backtesting report showed a profit of Rs.509995

But when I double checked the results for every individual script and added them manually I got profit as Rs. 1823055

Are there any settings to be done to get correct calculated report even while using user defined filter..........when the afl programe is generating report with no error when tested for each script seperately then why is it generating wrong profit result when testing for all the 10 scripts using user defined filter.........


Some help from the seniors would be very very helpful for me........
 

trash

Well-Known Member
#2
Quite obviously you are doing something wrong.
You should calculate correctly, for example.

Now what do you expect ... teaching you how to calculate properly or teaching how to provide more details?
 
#3
Quite obviously you are doing something wrong.
You should calculate correctly, for example.

Now what do you expect ... teaching you how to calculate properly or teaching how to provide more details?
ok.....got it.....i just had the option "MAX OPEN POSITIONS : 4" set as default........I just had to increase it........thanks anyway for the reply
 

Similar threads