Hi Team @Streak ,
I have devised a strategy and according to that i got alert in streak on 22nd may and i traded the same but now when i backtest my strategy for 22nd may,it shows no trade on that day .How is it possible when i got the alert and i traded.
Also for today’s backtesting it shows many trades but i got no notifications for half of the trades that are shown in backtesting and charts.
Please find below screenshot for 22nd may trade where it show no trade an in reality i got notif at 10.15 for the trade which is shown in chart in screenshot.
The results of the backtest depends on the parameter used. Streak simulates realtime by assuming than when an Entry is triggered, the used would have only exited when TP, SL or Exit is met (in case of NRML) also Square Off (SO) (in case of MIS).
Example: If you test a strategy as NRML and as per the conditions an entry trigger is logged in the test results on 21st May, it will only trigger an exit when with TP, SL or exit condition is met. If neither was met by 22nd. The 22nd trigger will not be present in the backtest results.
Is this for the same strategy?
Also, the screenshot does not show the Scrip name or the time axis, which is required to investigate the issue. Screenshots are required since we do not access our clients’ strategies as per our privacy policies.
Please write to [email protected] with a screenshot of the chart with scrip name and we shall take this further.
Stock was bajaj finserv for 22nd may and strategy was :
Sell 3500 shares when close crosses below vwap() at 1 hour interval using candlestick chart.
Enter trade between 09:00 to 23:30
BUY 3500 shares at Stop loss of 1.2% or Take profit of 3.0% at 1 hour interval using candlestick chart.
I got alert on 10:15am but now when i backtest.there it shows no trade.
We checked our records, on 22nd May 19, you have gotten 7 entry notifications, none of which is for BAJAJ FINSERV, and your also did not take any trade on BAJAJ FINSERV using Streak.
Also the reason you don’t see it in backtest, is that the signal has not triggered, based on your screenshot, the close price was already lower than vwap on previous candles close, and the 9:15 hour candle, also closed lower than the VWAP, hence no trade has happened in the backtest. For a “crosses below” to happen, the value should be higher in prev candle and lower in current.