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I am building a strategy that is partially based on Renko bars. The strategy will produce decent results in backtesting, but then I will close the chart and reload it and it produces different results. I plotted the renko bars for debugging purposes and when I get bad results the bars are completely different. Someone from the Pine team suggested to use lookahead_on and close[1] when using the request.security() method. This causes massive delays, since I am accessing Renko from the same timeframe, and makes my strategy extremely unprofitable. It also doesn't fix the repainting issue when recompiling. The only fix I could see fixing it, would be to add an extra parameter for the Renko request function that specifies a starting bar or starting price level so the Renko calculations will remain consistent between compilations. Maybe the Renko logic already starts at a static level and it is a different problem I am missing. Let me know if someone else has seen this problem / drawback before.

Showing the difference between the start of the two re-compilations, one being normal and one being bad.

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