Optex in the Back Tester

Hi,

I’ve been looking through the various videos and rediscovered OPTEX.

Having checked a simple strategy in Signal Tester, I went on to do the same in the Back Tester. In the attached image, using SHOWBAR, the entry code is the blue vertical line and the exit code is the red vertical line. These are exactly where they should be.

As you can see, the Back Tester didn’t generate a buy/sell to match the SHOWBAR signals, but it did generate a buy on 9/10/2001 and sold that on 15/2/2002.

This is just an example, all trades are “wrong”. I can’t make any sense of it, hopefully someone can.

The BUY script is:

TrendUp = LOW() > DMPA(BARS=260).PointOfControl ;

v1 = OPTEX() ;

Over1 = v1.Ratio CrossesBelow v1.25Lower ;

Entry = Over1 and TrendUp ;

NOREPEAT(Entry, BARS=28)

The SELL script is:

v1 = OPTEX() ;

Over1 = v1.Ratio CrossesBelow v1.25Lower ;

TrendUp = LOW() > DMPA(BARS=260).PointOfControl ;

Signal = Over1 and TrendUp ;
Entry = NOREPEAT(Signal, BARS=28) ;

TIMESINCESIGNAL(Entry) == 28

Hi Kim,

My backtest trades are matching the Show Bar, so please send your .oba back test file to support, and we’ll take a look. It can be found here:

Documents/Optuma/Local/Searches/Back Tester