Backtesting does not work which a great amount of time units

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Viewing 14 posts - 31 through 44 (of 44 total)
  • #228418
    Wim

    I previously mentioned that I noticed these empty long/short statistics already in v11. But in v12 for me it’s now always empty. But . . . I spoke to a friend who has PRT-Premium/IG. He has never noticed this problem! Now I am wondering. Is this problem showing itself only to PRT-Complete/IG users? And all of them or just a small/large percentage? And are there PRT-Premium/IG users, other than my friend, suffering too?

    1 user thanked author for this post.
    #228419

    Good points, unfortunately it appears lots of users either don’t read Topics such as this, else they read but don’t join in the discussion and we are left wondering … are we the only one’s??

    Hopefully some PRT-Premium/IG users will now let us know.

    If the problem is confined to  PRT-Complete/IG users then this may help PRT when they fault find on the Issue.

    1 user thanked author for this post.
    avatar Wim
    #228435

    Hello Nicolas (and All)

    I have created a simple twin Moving Average scenario and examples or problems as requested and set it on the attached PDF of the various issues I have been facing using PRT MTF’s (Multi Time Frames).  I am probably asking the same questions for many people wanting the same answers. In my view, the ideal world would be PRT putting out a very definitive statement / very instructional help file on how to write MTF’s

    Thanks for your feedback

    Mark

     

    #228438
    Wim

    Hello Mark. Given that this thread is on very nasty backtesting problems, maybe better to start a new thread on your MFT subject? I think this subject deserves it too.

    #228452

    Hello Wim

    I’ll wait and see what Nicholas responds with before complicating further

     

    Cheers – Mark

    #228457
    Wim

    Hi Mark. My apologies for not being clear. I really think your MTF subject deserves its own thread. This thread carries the title: “Backtesting does not work which a great amount of time units”. In most fora “piggybacking” another subject on an original subject is discouraged. Suppose that in future someone wants to search for MTF questions/problems. Everything that Nicolas is going to answer you in this thread will not popup, because there is no hint of MTF in its title. So, I think the best you can do, for future searches and clarity, is to start a new thread with a strong title containing at least “MTF”. Kind regards, Wim

    #238152

    It seems like I have a similar problem, when i load 200 k bars, all positions show up as expected,but when I choose 100 K bars, or anything lower then 200 K, it shows a single trade.  If I use the same system but with a different index, nothing shows up, no matter how many bars I use. Anyone who have any idea what might cause this?

    Thank you!

    #238159

    If I use the same system but with a different index, nothing shows up

    Might above be due to position size < minimum for the Instrument / Index.

    Vicke1990 wrote:

    it shows a single trade.

    How many trades does the Detail Report show for 100K bars?

    #238160

    It seems like I have a similar problem, when i load 200 k bars, all positions show up as expected,but when I choose 100 K bars, or anything lower then 200 K, it shows a single trade. If I use the same system but with a different index, nothing shows up, no matter how many bars I use. Anyone who have any idea what might cause this?

    Thank you!

    About my previous post,

    I just found out something really odd, If I pick 100 k units and then select november 22 2023 as the starting point for the backtest, nothing shows up, but if I choose the 23d all positions shows up as intended, if I choose the 24th or the 27tth instead, my chart is empty again, but the 28th of november works as it should. Anyone have any ideas what might cause this?

    #238162

    And I thought only I experienced all the weirdness! 🙂

    If you wanted to post the .itf file, I would try it for you on my Platform.

    Is your strategy code really weird in any way?  Otherwise keep trying different things and you will probably get to the bottom of it in the end.

    #238165

    Check the link below for similar weirdness.
    Use the Translator at the top left of the page if necessary (i.e. switch it to English)

    https://www.prorealcode.com/topic/backtest-resultats-etrange/#post-238059

    1 user thanked author for this post.
    #238173

    This can very easily happen when you enter a trade that never exits because some (by you) unexpected situation in your strategy code. Your 4th picture “Positions 100K bars” seems to testify that.
    Just force an exit in your code (e.g. a StopLoss at 10 points instead of 100 (or whatever you normally intend)) and you will see ?
    🙂

    #238177

    This can very easily happen when you enter a trade that never exits because some (by you) unexpected situation in your strategy code. Your 4th picture “Positions 100K bars” seems to testify that.

    Just force an exit in your code (e.g. a StopLoss at 10 points instead of 100 (or whatever you normally intend)) and you will see ?

    🙂

    Yeah I know. I already got a stop-loss inplace and it seems to do what it supposed to do when on 200 k bars, and when on 100 k bars using other dates as my starting date. See my previous answer below:

    If I pick 100 k units and then select november 22 2023 as the starting point for the backtest, nothing shows up, but if I choose the 23d all positions shows up as intended, if I choose the 24th or the 27tth instead, my chart is empty again, but the 28th of november works as it should.

    #238178

    Thank you GraHal, I’m currently going through my code to see if I can find out what the issue is, however, I dont think the issue is related to the code, but something in ProRealTime. Will try to contact PRT support on monday if the problem persists after the weekend as I intend to try the system live on Monday if everything goes according to plan 🙂

    1 user thanked author for this post.
Viewing 14 posts - 31 through 44 (of 44 total)

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