Serious Bug Identified in RZone Backtesting
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Hi @Definedge @@Definedge-Experts Team @Prashant-Shah
This is to bring to your notice that I have identified a serious bug in the Momentum Investing Scanner, which requires your urgent attention.
I have backtested MIP_37 from 01-01-2008 to 31-07-2009.
1st Scenario)
Step 1) Opened Momentum Investing Scanner in RZone
Step 2) Checked Momentify
Step 3) Selected MIP_37 which was directly saved from sample strategies
Step 4) Ran it as Lumpsump from 01-01-2008 to 31-07-2009Result CAGR- (-34.73%), DD (-64.81%)
2nd Scenario)
Step 1) Went Back
Step 2) Clicked on Market Filter, then clicked save button
Step 3) Ran it as Lumpsump from 01-01-2008 to 31-07-2009Result CAGR- (-20.98%), DD (-46.31%)
Why such delta. It seems when we are importing strategy from Momentify to Rzone it is not taking Market Filter into account while backtesting. Please look into this matter as soon as possible. I have recorded it as well
PFA attached video link: link text