Problem Backtesting Renko EA | Forex Factory

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Problem Backtesting Renko EA

  • #1
  • First Post: Sep 22, 2023 3:05am Sep 22, 2023 3:05am
Hi, I've commissioned to a developer a EA based on strategy that I made using Renko, the EA works perfectly in live, but every time I try to back test is some operation it opens orders at the candle opening price instead of the closing. I there anyone who have an idea on why this is happening?
Attached Image (click to enlarge)
Click to Enlarge Name: Cattura4.png Size: 19 KB


As you can see in the picture, I pointed at two sell operations that the EA should have opened at the close of the bearish renko candle, and instead it is open at the opening of the same candle.
  • #2
  • Sep 22, 2023 9:18am Sep 22, 2023 9:18am
First of all, It depends if the test is done using "Real Ticks", "Based on Real Ticks" or "1 Minute OHCL" (This case it will open every one minute on candle Open, Prev Candle Close)
I don't know how the EA is built, it depends how class CTrade is executed.

From what you indicated, that on normal trades it works well, but on backtest not: I sense that you backtest on Historical Data which doesn't have Tick Data which happens inside minute candles.
  • #3
  • Sep 23, 2023 3:45am Sep 23, 2023 3:45am
Quoting Illuminaut
First of all, It depends if the test is done using "Real Ticks", "Based on Real Ticks" or "1 Minute OHCL" (This case it will open every one minute on candle Open, Prev Candle Close) I don't know how the EA is built, it depends how class CTrade is executed. From what you indicated, that on normal trades it works well, but on backtest not: I sense that you backtest on Historical Data which doesn't have Tick Data which happens inside minute candles.
Hi, thanks for your answer. I'm using data that I've downloaded from QuantDataManager in tick data format.
  • #4
  • Last Post: Sep 25, 2023 11:13am Sep 25, 2023 11:13am
Quoting Illuminaut
First of all, It depends if the test is done using "Real Ticks", "Based on Real Ticks" or "1 Minute OHCL" (This case it will open every one minute on candle Open, Prev Candle Close) I don't know how the EA is built, it depends how class CTrade is executed. From what you indicated, that on normal trades it works well, but on backtest not: I sense that you backtest on Historical Data which doesn't have Tick Data which happens inside minute candles.
I solved the problem using a Non-gap renko chart, but this created a new problem, becuase my trailing stop moves when a new renko box is formed but instead of calculate the size of the renko box I set up is using the size of the Non-gab candle (the long one) that is double the size.
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