Addendum to: Fwd Test not equal to Back Test

[connolly]

David:

I re-loaded the current final version of TS and I could not reproduce this particular error there on these dates. Since this seems to be a beta MS.dll error - for what its worth I noticed that the current version uses a Set-Up.exe file to load the TSMS.dll into its own folder with in the Equis/MS/dll directory. With the new TSMS.dll Beta you manually paste the .dll directly into Equis/MS/dll - presumably without its own folder.

Let me know if this Trade-Log discrepancy can be fixed in the new beta version since it is otherwise a big improvement. Many thanks

[connolly]

Correction: this problem seems to happen in both the production and Beta versions of TS.

Again, in the example, the problem is that trades that the system says I should take on 11/21/05 when that is the last day of data are not the same as the trades the system took on 11/21/05 when future data is entered and the back-test is run again on 12/30/05.

In the Long portfolio example, I believe the differences start occurring when TS reads that, for example, a Buy on 9/22 is an Open Trade as of the last day of data (i.e. 11/21/05). However, am I right in thinking that TS starts treating the capital available after the 9/22 Buy date differently which changes trading thereafter? In other words, does TS treat the trades that are artificially closed as of the last day of data differently than those closed with Normal Exits?

If I got all this right is there any way to set or trick TS into not closing Open Trades on the last day of data? If not is there a way to creatively use the Downloader to add an additional day of data so TS keeps Open Trades open?