Backtesting does not work which a great amount of time units
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Detailed report seems to be good in all cases…
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I had these missing long/short-drawdown-figures already in v11. But then it was rare, in general a restart of the backtest solved the problem. Currently, in v12, the frequency of these missing long/short-details has exploded, and restarting backtests only helps incidentally. I am running out of work-arounds, and getting better in Python.
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Hello
I’ve been creating back testing strategies for a while now and test up to 200K, I find PRT like an errant misbehaving teenager and not that much better at V12. There are a few things I have found when back testing. It seems to get into batches of failures where a strategy I am testing reports different results the more I test it, also it will give different results FOR THE SAME PIECE OF CODE AND DATES when run later! I get Around this by Either, (1) Turning off the detailed report and equity profile and running again; or (2) Closing down PRT entirely (I run it through IG) and starting it again, which seems to reset and overcome the issues. I though at first it was because my computer was old and so it could not handle the data, but changing for a new one only made back testing faster, not better. I now think either (a) it is somehow caching the data incorrectly at the PRT server when streaming back and forth over the internet, particularly if changing timeframes for the same code. Or (b) there is a drop out on the packet of data that is sent if the internet is slow and the PRT server buffers are not setup well enough to handle these dropouts, or are continuously storing / caching the incorrect data until I reset the Report / Equity Profile or PRT totally.
Cheers – Mark
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Hi everyone, I’ve been following the conversation here and totally get where everyone’s coming from with the backtesting hiccups on ProRealTime, especially with the hefty time units we like to throw at it. Trust me, I’ve been there recently, staring at my screen and scratching my head over the same things you’re all talking about. 🤯
First off, big thanks to everyone for sharing their experiences. I’ve noticed a few of you mentioning issues with backtesting not working as expected, and yeah, it can be super frustrating, especially when you’re trying to fine-tune your strategies.
I wanted to share a couple of thoughts on this. For starters, reporting bugs is key. I know it feels like throwing a message in a bottle into the ocean sometimes, but it really does make a difference. If you’re dealing with a broker (such as IG), it might seem like your feedback gets lost in translation…
About the whole v12 situation with IG and autotrading with IB – it’s pretty much early days. It’s like expecting a newborn to start running marathons. I’ve seen the changelogs too, and it’s clear the folks at ProRealTime are on it, fixing things up and rolling out updates. It just takes a bit of time for everything to click into place, especially when they have to make sure it works across all different brokers.
And yes, the backtest consistency issue is a real pain. It’s like trying to hit a moving target sometimes. I’m planning to flag this up again on my end. It’s important they know we’re serious about needing reliable tools to test our strategies.
Just wanted to say, let’s keep the feedback coming and stay patient. These tech challenges are part of the game, but with a community like ours, we can help shape things for the better. Plus, it gives us all good battle stories for the forum, especially on rainy Sundays! right? 😆
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Hello Nicolas (and all)
This issue with back testing isn’t new, it’s been going on for at least 3 years and V11. Three of us in my team used PRT at V11 for about 6 months and got so mad with it, especially when the three of us would run the same code on 3 PC’s and get three sets of different results, that we went back to manual trading. I contacted IG who said it was PRT to resolve, and I contacted PRT, who said it was an IG issue – so, between them, they couldn’t host a kids tea party. Overall, I have been using IG for at least 12 years now and they improve strength upon strength and answer calls withing the same day and often within minutes; but if I contact PRT, I get silence; the last issue I had they wrote to me about 4 months later with an answer!!! So, 3 Questions
(1) What is the specific Email to send Tech issues to?
And, (2) is there anybody at PRT, we can actually talk to; for example, I would like to know why I can not get MTF’s (MultiTimeFrames) to function correctly all of the time, I have found almost minimal help files on it (Unless it is in the 80 Euro advance course, but the syllabus does not mention it).
(3) Have PRT considered a ‘Live Feed’ question desk (even if I had to pay for it, I wouldn’t mind, I’m wasting so many hours to get ‘basic’ code to run correctly
Cheers – Mark
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When you get random backtests that provide no results (no gain-loss curve), this is a problem that we have noticed and that we’re working on. The problem is server-side, so it won’t be solved with the build. To get around it, make sure that the preloadbar doesn’t start before the 1st instrument data, for example:
If the instrument starts to quote on January 1, 2020
and the chart starts on the same day
and the preloadbar is not zeroThen it may happen at random that the backtest doesn’t send any orders. The fix requires a lot of testing, so it takes a bit of time.
run the same code on 3 PC’s and get three sets of different results
with exact same fees, spread, start and end date, and units displayed, with tick by tick mode checked, with same custom hours and same timezone?
I would like to know why I can not get MTF’s (MultiTimeFrames) to function correctly all of the time
What do you mean, do you have an example to post in a separate topic please? I haven’t see any of your topics before? 🙂
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