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Posts: 7

1 (edited by ManuB76 2017-06-14 16:21:58)

Topic: why such difference between day closing and exit time?

Anyone can explain why there's so much difference between day closing and exit time? And another question; When does "day closing" close and when does "exit time" close.

To have a idea where I am talking about. Here are some screenshots. As you can see on the images, when I close at 00:00 I have good backtest (same results with day closing). But, when I close 1 minute earlier at 23:59 I have a huge difference in the backtest. So based on this test, if this is logical that means that most trade's finishes more positive at the last minute of the day otherwise the results are bad. Let me more clear: When I close the day at 23:59 the results are worse than when I close the day at 00:00 thus one minute later? I do not understand well what is happening.


https://s11.postimg.org/4nh9ri8r3/difference_a.jpg

https://s11.postimg.org/k7oni1ivj/difference_b.jpg

https://s11.postimg.org/481ekqxfz/difference_c.jpg

Re: why such difference between day closing and exit time?

sure you have 0 points spread as i see on your pics?

Re: why such difference between day closing and exit time?

I can add it as follows. My current strategy is based on M15. If I take this into account, I should work with 15-minute steps for the exit time. So, for example, exit time at 23:45, 23:30, 23:15 etc ... But what's happening right now or how is this calculated in FSB when I set the exit time at an irregular time that does not fit the current time frame . In my images, this is set to the minute 23:59. On what is the calculation then based in this case. Since my timeframe is M15 and the exit time is set to the minute. I think that this is leading to incoherent calculations in FSB or is not?

Re: why such difference between day closing and exit time?

deadlef wrote:

sure you have 0 points spread as i see on your pics?

Yes, actually this is how FSB import it from MT4 because it's a floating spread. But when I set it to 10 for example, this does not change anything to the problem I encounter.

See the image's for example with spread set at 10, there's some difference in the net profit but the difference is still huge just with 1 minute difference for exit time.

So there's something creating incoherence in the calculation when using other than 15 minute steps. Or I may have missed something which I do not understand.


https://s22.postimg.org/dnd89024t/difference_spread_10.jpg

https://s22.postimg.org/o8x3l08gd/difference_spread_10_b.jpg

https://s22.postimg.org/9aeoqkte5/difference_spread_10_c.jpg

5 (edited by ManuB76 2017-06-14 17:22:55)

Re: why such difference between day closing and exit time?

Ok indeed, when I respect the 15 minutes steps for exit time, the calculation looks to be good. So I guess it's a good point to use exit time steps that are equal to the timeframe of the strategy to prevent incoherent results.

note: there is a little difference but it is not that bad. Although, I prefer to know how it is calculated.

I'm testing with exit time because, sometimes Day closing does not close. I want to see the difference when using exit time and that's why I came upon this problem. I thought it was possible to achieve the same results as with day closing, but there is something different in the end. Although it not that bad when using steps that are fit to the strategy's timeframe.


https://s18.postimg.org/pbstqoql1/difference_spread_10_d.jpg

Re: why such difference between day closing and exit time?

Hi ManuB76

Some time ago I was upset with a similar problem.
Look here.https://forexsb.com/forum/post/39835/#p39835
It also works on M15 (without separate EA). The tester does not show the difference. Live it works very precise.

Re: why such difference between day closing and exit time?

tho.schu wrote:

Hi ManuB76

Some time ago I was upset with a similar problem.
Look here.https://forexsb.com/forum/post/39835/#p39835
It also works on M15 (without separate EA). The tester does not show the difference. Live it works very precise.

Thank you very much

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