Hello.

I´m backtesting in combination trategy and I have a problem with the index scale in the equity curve, it appears there:



The index scale is too big and you can´t see the system equity curve. That´s is using only a strategy in combination strategy test. If I use more I also have the same problem.

I have checked the system operations and the symbol info and I think it´s ok. System is working with one contract or share, at 50 EUR each point, trades results are also correct.

I test the same with simple strategy, not combination, and it appears ok:



The trades results are the same in both strategy tests.

How could I change the index scale in combination strategy backtest? It appears with huge leverage.

Thanks!

First of all, the 2nd screenshot suggests that your backtest is being run in Raw Profit mode. Combination Strategies do not operate in a Raw Profit mode, so you can only adequately compare your system's equity curve to a Combo Strategy if your system is run in a Portfolio Simulation mode. Otherwise you're comparing apples to oranges.

Switch your individual backtest to a Port.Sim. mode and make sure that:

1. the strategy's Starting Equity is identical to its "cousin" in the Starting Equity field,
2. the Margin Factor is also identical,
3. your Allocation is not under- or over-sized
4. and finally, the Position Size matches.

Hint: If a system's equity curve can not be seen due to oversized Buy&Hold, right click to open the context menu and deselect "Show Buy&Hold".

Thanks Eugene for your fast response,

I´m going to check it.

Regards,

Andrés.

Eugene,

I checked it and now the results are the same in both backtest, but both are like the first picture with the scale problem.

Are there any way to reescale the Buy & Hold position?

Thanks

No, but you can deselect "Show Buy&Hold" as described.

Is your position size too small?

Yes, I saw how desactivate, put I´d like to have the index benchmark with the same position size.

Yes, is only a contract.

That probably explains it. Try specifying some suitable contract as a Buy&Hold symbol in Wealth-Lab's Preferences > Backtest settings.