08-26-2018, 04:58 PM
Hello,
I have found that backtest results calculate not properly
1) Start balance > 100. Why?
2) First Entry balance < 100. Why?
3) Each new Entry balance doesn't equal previous Exit balance. Why?
P.S.
Could you explain on example what does mean - persistence?
Tested data:
binance BTC ETC 2018-08-23 15:46 2018-08-26 07:46 2 days, 16 hours
Strategy: RSI
Candle Size: 1 minutes
Warmup period: 10
interval = 10
[thresholds]
low = 25
high = 70
persistence = 2
I have found that backtest results calculate not properly
1) Start balance > 100. Why?
2) First Entry balance < 100. Why?
3) Each new Entry balance doesn't equal previous Exit balance. Why?
P.S.
Could you explain on example what does mean - persistence?
Tested data:
binance BTC ETC 2018-08-23 15:46 2018-08-26 07:46 2 days, 16 hours
Strategy: RSI
Candle Size: 1 minutes
Warmup period: 10
interval = 10
[thresholds]
low = 25
high = 70
persistence = 2