Hello
Anyone please help me solve this seem-too-simple problem I am facing.
My main aim is to see backtest stat (such as drawdown, CAGR, etc) of
trading 2(or more) systems simultaneously according to guideline from this article.
I start by using the addtocomposite to create symbol of equity curves of each 2 systems.
Then build watchlist consist of only 2 symbols of these 2 system.
I write an easy buy&hold code like this
SetOption( "Initialequity", 2000000 );
SetOption( "Maxopenpositions", 2 );
Buy = 1;
Sell = 0;
BuyPrice = C;
SellPrice = C;
PctSize = 50;
SetPositionSize(PctSize, spsPercentOfEquity);
My problem is that I can't have backtest produced any result.
The analysis result show "no result" and keep showing "no result"
no matter what I adjust this adjust that in Backtest setting
Then I try agian by backtest Buy&Hold only 1 system with this code
(I recreate watchlist which consist of only 1 symbol of 1 system to be tested)
SetOption( "Initialequity", 1000000 );
SetOption( "Maxopenpositions", 1 );
Buy = 1;
Sell = 0;
BuyPrice = C;
SellPrice = C;
PctSize = 100;
SetPositionSize(PctSize, spsPercentOfEquity);
The analysis window result still keep showing "no result".
FYI :
- At backtest setting, I don't forget to tick @ disables trade size when there is no volume.
- I don't forget to filter on the watchlist consisting only symbol of equity curve to be tested.
- When backtest buy&hold, I specify the from-to date to be exactly or
within the range that I create these equity curves.
Anyone please suggest me what I do wrong or missing?
Thank You,
Patchawat K.