Is there a bug in Genesis backtesting software?

Discussion in 'Strategy Development' started by l2g, Mar 10, 2009.

  1. l2g


    Does anyone use Genesis? I ran a few backtests on several simple systems and keep getting the same erroneous result - no matter how low I set the trailing stop or the stop loss, I never get stopped out more often, even if it's set to $0.01 loss on one S&P contract. What I mean is that if you're trading an S&P contract, and for example, the tighter the stop (especially as ridiculous as 1 cent on over $20k contract), the more trades should show as losers and the total profit should at some point start declining. Instead, when I run the program, the profit gets higher the tighter the stop is (even as tight as 1 cent), and the percentage of losing trades does not change. I use $100 for commission and slippage on every trade.

    Thanks so much.