Quote from bwolinsky:
As far as backtests and reality the failure is due to technology, not my processes.
For instance, yesterday our model sold ZC short at 587 but in reality the trailing stops we use in Multicharts activate at $45 per contract thresholds, then we have a give back of 30%. The fill on the entry was the same but the fill in reality didn't happen at 582.50 as predicted but happened much sooner at 586.
I'll have to wait to get my dongle for Sentinel, but as far as that goes my model's don't work, but I'm sure what I'll be using will.
We've not had profitable results because the model sells its trail stop out much sooner than the backtest shows, but there was a setting called look-inside-bar backtesting I tried to use but it doesn't work.
Multicharts has 5 problems for me:
1) Dom Windows do not open at either IB or PFG Best
2) Trailing stops are not programmed correctly so we can't build scalable backtests that show the effects of what happens whenever we add contracts.
3) Multicharts does not save any of my programs. Very odd but the first problem I discovered when I did a bunch of work just to shut down the program and find that my work did not save, and, yes, I hit save several times, but it doesn't work.
4) Look inside bar backtesting doesn't work and it should if you have a tick file database.
5) You have to contact support in the morning when their easylanguage support group is there, otherwise you'll get someone who will just ask you for your code and give a response as soon as somebody else figures out a solution.
I think 1, 2, 3,4 are software issues that I can't do anything about.
So, yeah, my CTA will probably report a losing month its first month because of these flaws in Multicharts.