tommiehansen / gab

Gekko Automated Backtests
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GAB roundtrips are not the same as Gekko roundtrips #21

Closed tangbiondi closed 6 years ago

tangbiondi commented 6 years ago

Expected Result: With same strategy (RSI BULL BEAR), same strategy parameters, same dataset, the roundtrips shown in "View Run" of GAB should be the same as roundtrips shown in Gekko backtest.

Actual Result: The roundtrips are totally different.

Steps to reproduce: 1) Gekko successfully installed 2) Gekko UI successfully run 3) Gekko import data for one single dataset "A" 4) GAB successfully installed and run 5) On the page http://localhost//gab/index.php, under Run Stratgey, select the same dataset "A" 6) Select RSI_BULL_BEAR as the strategy 7) Define a simple set of parameter with not many variations (for testing purpose) 8) Let it run for some time, STOP IT, go to View Runs 9) Open one of the top run 10) Use the parameters stored for that run in GAB to run a backtest in Gekko 11) Compare the roundtrips shown in GAB and Gekko

Same dataset

gab same datasets

Same strategy and parameters

gab same parameter

Different roundtrips

gab different roundtrips

tangbiondi commented 6 years ago

A 1 minute time lag between the two roundtrips was found as screen captured above. Gekko backtest was re-run with the start time set as 00:06 with the purpose to align the 5 minutes candle. Most of the roundtrips were then aligned, except the first trade is still different.

gab different roundtrips 2