⚠️ Backtesting issue with Dynamic Price Filter

Bug Reports
1

I’ve been testing the Dynamic Price Filter in backtesting with any strategy and it doesn’t seem to be working at all.

I tried using exaggerated values specifically to see if it would affect the results, but there was no change whatsoever in the backtest outcomes.

This suggests the filter might not be applied during backtesting (or not functioning correctly).

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2

Hello! Thank you for reporting this issue with the Dynamic Price Filter in backtesting. We have received your report and will investigate it further. We will provide an update shortly.

3

Can you show backtest example. 30% with no overlap pretty tight condition

4

Hi mister! sorry for the delay!

Backtesting

Dynamic Price filter = OFF

Dynamic price filter 3.5% = On

Dynamic price filter 3.5% = ON + No overslap

Clearly, I’ve noticed that when I activate the price filter, the price doesn’t move above or below 3.5%, but several trades occur within that percentage range when it shouldn’t happen since I’m telling the bot not to make another trade above or below 3.5% of the entry price..

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5

In your case dynamic price filter is a filter after RSI condition. Also you have 1 concurent deal, which is actually not use dynamic filter, there is nothing to filter

6

So it only works ASAP? That doesn’t make much sense. It should open trades above or below the configured range. I think that’s what the filter is for, to prevent unnecessary trades within a price range, even if an indicator tells it to open the trade.

7

Yes it works as filter. Rsi sends signal, dynamic price check current range. But dynamic doesn’t trigger nee deal signal like it does when start condition is ASAP.
In your case max deals 1 is what makes dynamic price useless. Dynamic is filter which check between open deals only. When there is only one deal no reference to compare

8

I think I understand. But it would also have been a good idea to add, for example, for a single trade, if I configure the bot with a dynamic under/over price filter of 10%.

  • The bot buys asset ‘X’ at $100. The trade has a 5% stop loss.

  • The value of asset ‘X’ is now $95.

  • The bot compares this to its last trade at $100, so it doesn’t buy, since the asset’s value is $95.

  • Now asset ‘X’ has dropped below $90 (-10%).

  • Depending on its configuration (ASAP or based on indicators), the bot will decide to make a purchase while the asset is below $90.