Hi guys-
I just noticed this behavior:
Say you create a strategy, do some backtests, like what you see and you save the result. You even take a picture of the equity curve and save the .jpg, because you know NT can't yet save those things with your backtests.
A week later, you make some adjustments to your strategy. Perhaps you had a choice of entry types, such as "market" or "limit". Maybe, for simplicity's sake, you set the default to "limit". Initially, this entry type was a "string" type variable, but for more efficient coding it was recently changed to "OrderType".
Now, here's the thing: If the backtest I saved a week ago had an entry type of "market", and was saved as such, guess what - when I load that strategy, its new entry type is "limit." That's not right - that's not what I saved, that's the default on the new strategy.
Turns out this happens on any parameter you change. Say I was willing to risk $1,500 per position, and I saved that parameter. However, I recently changed that default to $500. The new parameter for the old saved strategy is now $500.
No good guys - that's not the way to "save" things. I actually took a picture (screenshot) of a whole bunch of strategies with their parameters, and recently compared them to what was saved at the time. Not the same. I'm now running back through all my strategies to make sure that I have the correct settings on, as I just can't rely on that anymore.
To reiterate: Changing variable types on models today, changes settings on saved backtests from yesterday.
Food for thought.
I just noticed this behavior:
Say you create a strategy, do some backtests, like what you see and you save the result. You even take a picture of the equity curve and save the .jpg, because you know NT can't yet save those things with your backtests.
A week later, you make some adjustments to your strategy. Perhaps you had a choice of entry types, such as "market" or "limit". Maybe, for simplicity's sake, you set the default to "limit". Initially, this entry type was a "string" type variable, but for more efficient coding it was recently changed to "OrderType".
Now, here's the thing: If the backtest I saved a week ago had an entry type of "market", and was saved as such, guess what - when I load that strategy, its new entry type is "limit." That's not right - that's not what I saved, that's the default on the new strategy.
Turns out this happens on any parameter you change. Say I was willing to risk $1,500 per position, and I saved that parameter. However, I recently changed that default to $500. The new parameter for the old saved strategy is now $500.
No good guys - that's not the way to "save" things. I actually took a picture (screenshot) of a whole bunch of strategies with their parameters, and recently compared them to what was saved at the time. Not the same. I'm now running back through all my strategies to make sure that I have the correct settings on, as I just can't rely on that anymore.
To reiterate: Changing variable types on models today, changes settings on saved backtests from yesterday.
Food for thought.
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