hey guys,
i have developed an algorithm and ran multiple backtest. in between i made minor changes to the code.
Now i found out that there was one backtest which performed particular well, but i kind of forgot what i changed in between.
is there any possibility to find out what the underlying code of the backtest was or to restore the algo of the particular backtest?
help much appreciated
kind regards
Marcel
In the backtester you can get a list of all backtests and compare 2, or when you has for the code in the detail screen you get the code that ran in that backtest
Maybe you are also able to help me with this one...
I just compared two back tests they have identical code but two totally different outcomes in terms of return. Has something changed regarding the backtesting data on Quantopian or might there be another problem with my code?
Backtest 30 2018-02-05 2003-01-04 to 2018-01-01 Minute $10,000,000 83.55%
Backtest 5 2018-01-16 2003-01-04 to 2018-01-03 Minute $10,000,000 220.95%
The two backtests have identical code.*
Thanks a lot and kind regards
Marcel
Hard to say without seeing the code but I would primarily blame the code first and then the data ;) . If you want me to take a look, click collaborate
@Marcel, when was your backtest run? Did it have slippage/commissions defined or were they unspecified and thus using the default?
If you were using the default settings, we released an update last week. Here's the announcement (at the bottom) and relevant thread: https://www.quantopian.com/posts/changes-coming-to-the-default-slippage-model
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