Backtest stops

• 03/08/2017 at 8:02 PM #27829
  Elsborgtrading

  Hi traders.

  This might have a simple solution, yet I haven’t figured out why?

  Sometimes when I back test a strategy- it stops, perhaps due to a great loss in equity? Is this something I can change- or why does it stop?

  The strategy started with 2000 Euro- running from 1991 to 1999 and then stopped.

  Cheers Kasper

   

  

  Elsborgtrading

  Participant

  Topics: 37

  Replies: 359

  Been thanked: 154 times
  03/08/2017 at 9:01 PM #27853
  Eric

  just do as the centralbanks

  add some extra zeros in initial capital > modify backtest on top

   

   

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  03/09/2017 at 2:11 PM #27948
  Elsborgtrading

  Hi Eric, yes that could solve the problem, however it does not explain why it stops.

  Iis it because of loosing more that x% of equity in x numbers of trades? is it a changable parameter?

  I want to know:-)

  Cheers Kasper

  

  Elsborgtrading

  Participant

  Topics: 37

  Replies: 359

  Been thanked: 154 times
  03/11/2017 at 1:27 PM #28263
  Elsborgtrading

  Bump..,Anyone?

  

  Elsborgtrading

  Participant

  Topics: 37

  Replies: 359

  Been thanked: 154 times
  03/15/2017 at 9:51 PM #28710
  Derek

  The backtest will stop if the available capital is no longer sufficient to cover losses (“estimated” capital is negative).

  But since PRT does not update the capital automatically after the system is started the backtest stops at every loss that exceeds your starting capital. There is a PRT improvement request here: https://www.prorealcode.com/topic/centralization-of-queries-and-suggestions-on-prorealtime/page/2/#post-26075

  The way it is at the moment does make sense though, since you don’t want to start a system losing all your capital.

  

  Derek

  Participant

  Topics: 6

  Replies: 240

  Been thanked: 60 times
  03/16/2017 at 12:51 AM #28725
  Elsborgtrading

  Hi Derek, and thank for your reply. In my case I started with 20k euro, and as you can see on the screendump it stopped on somewhat 408k Euro, so it doesn’t really makes sense. However if the %DD has become greater than- lets say 10% I could imagine if it would stop. I’d just would like it to be adjustable so I can run the backtest all the way.

  Edit: after reading the link I can see my suspicion is somehow correct. It calculate the %DD

  Cheers Kasper

  

  Elsborgtrading

  Participant

  Topics: 37

  Replies: 359

  Been thanked: 154 times
• Author
  Posts