Algo backtest different to manual backtest results by Charles Bosworth

Charles Bosworth

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Hi Guys,

So far the help on here has been really useful and I have been able to build a basic algorithm. However, when I backtest and look at the trade log, the trades seem to happen at unexpected times.

Take this backtest. The first buy order triggers at 2018-03-01 14:00:00 (image 1). If I go to Oanda and look at their chart, the requirements for a buy order are not met:

Fast EMA is not above Slow EMA, and RSI is less than 40. Also, the backtest price seems way off the market price.

There is a similar case for closing the trade too. The first trade was closed at 2018-03-05 03:00:00 (image 2).The fast EMA is not less than the slow EMA. Again, the order price seems way off the Oanda chart price.

Can anyone tell me where I am going wrong?

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Charles Bosworth

Accepted Answer

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Douglas Stridsberg

4.8k ,

Hi,

When you're debugging this, make sure you know what timezone your Oanda charts are displaying the data in, as well as what timezone QuantConnect is displaying trade times in. I would think a difference in timezone explains the behaviour you're seeing.

Charles Bosworth

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