Centralization of queries and suggestions on ProRealTime

• 10/04/2017 at 8:11 AM #48158
  juanj

  Visualised Back-Testing, in order to visually see where and how ProOrder is opening and closing trades. This is helpful in testing strategies, slowly walking through the logic. Many of the other trading platforms already have this.

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  juanj

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  10/11/2017 at 8:53 AM #49004
  R05

  Hello to everyone, I do not know if it has been said, but I’d like to implement the possibility of making automatic trading even using ticks and volumes, not just time frames.

  Thank you

  Salve a tutti, non so se è stato già detto, ma mi piacerebbe che venisse implementata la possibilità di fare trading automatico anche utilizzando i ticks e i volumi, non solo i time frame temporali.

  Grazie

  

  R05

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  10/15/2017 at 1:35 PM #49403
  Alessandro Cettul (AndroDesign)

  1 I would like to be able to display Multi Time Frame indicators on the price, for example mobile average 200 Daily in the H1 chart.
  2 Set standard colours for indicators for each time frame, e. g. red weekly fibonacci, green daily fibonacci, etc.

  

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  10/19/2017 at 10:38 AM #49918
  robertogozzi

  I suggest to add a function BARID[n]() to return the BarIndex where a condition is verified within the last n bars (from the first bar loaded if brackets are missing), examples:

  x = BARID[200](close > close[10]) //return the number of the bar where the closing price was greater than that of 10 bars before x = BARID[20](lowest[30](low)) //return the number of the bar where that lowest price is found x = BARID[100](12920) //return the number of the bar where that price (DAX in this case) was most recently touched x = BARID[100](average[5] CROSSES OVER average[10])//return the number of the bar where the last crossing occurred x = BARID(min(10870,close)) //return the number of the bar where the minimum between the two prices is met (could be the current bar, of course)

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  x = BARID[200](close > close[10])                  //return the number of the bar where the closing price was greater than that of 10 bars before x = BARID[20](lowest[30](low))                     //return the number of the bar where that lowest price is found x = BARID[100](12920)                              //return the number of the bar where that price (DAX in this case) was most recently touched x = BARID[100](average[5] CROSSES OVER average[10])//return the number of the bar where the last crossing occurred x = BARID(min(10870,close))                        //return the number of the bar where the minimum between the two prices is met (could be the current bar, of course)

   

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  robertogozzi

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  10/19/2017 at 10:50 AM #49920
  Nicolas

  robertogozzi wrote:

  I suggest to add a function BARID[n]() to return the BarIndex where a condition is verified within the last n bars (from the first bar loaded if brackets are missing), examples:

  Good idea, it preserves to make “useless” loops to identify them, it is almost similar to BarsSince in AFL language.

  Another idea would to get automatically a value from when an event occurred:   ValueWhen = Returns the value of the ARRAY when the EXPRESSION was true on the n -th most recent occurrence.

  

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  10/19/2017 at 11:05 AM #49925
  robertogozzi

  Another suggestion would be to add WITHIN(x,y) for a condition to be true in a range of cases without having to use many IFs, example:

  BUY 1 CONTRACT AT WITHIN(EntryPrice, 2 * pipsize) LIMIT

  1	BUY 1 CONTRACT AT WITHIN(EntryPrice, 2 * pipsize) LIMIT

  so that the BUY order could be executed at the EntryPrice (computed before) +- 2 pips.

  

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  10/22/2017 at 7:03 PM #50248
  robertogozzi

  Another couple of suggestions:

  Addition of a number to DEFPARAM CumulateOrders, so that there can be multiple trades but limited to the number next to it:

  DEFPARAM CumulateOrders = false //no multiple trades allowed DEFPARAM CumulateOrders = true //unlimited multiple trades allowed DEFPARAM CumulateOrders = 2 //only two trades allowed DEFPARAM CumulateOrders = 1 //same as FALSE

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  DEFPARAM CumulateOrders = false //no multiple trades allowed DEFPARAM CumulateOrders = true  //unlimited multiple trades allowed DEFPARAM CumulateOrders = 2     //only two trades allowed DEFPARAM CumulateOrders = 1     //same as FALSE

  Addition of a second, optional, parameter to SUMMATION, to ask for consecutive occurrences:

  Summation[nBars,Type]() //nBars = number of bars to scan //Type = 0 (or omitted) same as current version //Type = 1 max consecutive number of occurrences Summation[50](close > open) //number of BULLish bars within the last 50 Summation[50,0](close > open) // " " " " " " " " Summation[50,1](close > open) //number of max consecutive BULLish bars within the last 50

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  Summation[nBars,Type]()       //nBars = number of bars to scan                               //Type  = 0 (or omitted) same as current version                               //Type  = 1 max consecutive number of occurrences Summation[50](close > open)   //number of BULLish bars within the last 50 Summation[50,0](close > open) //   "   "     "      "      "   "    "   " Summation[50,1](close > open) //number of max consecutive BULLish bars within the last 50

   

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  10/26/2017 at 5:57 PM #50638
  Despair

  I would like to see a better option to export results to excel.

  I know that one can drag’n drop from the backrests to a excel sheet but this works only if there are not more then 1000 trades. If you have more trades then that it is getting inconvenient.

  

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  10/31/2017 at 7:06 AM #51010
  Alessandro Cettul (AndroDesign)

  I suggest to show double top and double bottom in proscreener

  

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  11/08/2017 at 9:43 PM #52008
  Despair

  I really would like to see the possibility to run backtests on a whole portfolio of assets.

  It is would be very useful if you could define a list of assets and then run a backtest on the whole list but define spread for every asset individually.

  

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  11/12/2017 at 4:59 PM #52449
  Despair

  I would like to have a command for a median-filter incorporated in PRT (for example tradestation has a command for it) or even better (because very useful for 1000 other things too) I would like to see the possibility to use arrays incorporated in PRT so I can code a median-filter myself.

  

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  11/12/2017 at 9:53 PM #52475
  Despair

  Forget about the median-filter. I solved this. 😛

  

  Despair

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  11/16/2017 at 9:23 AM #52920
  juanj

  @Nicolas I strongly believe PRT should incorporate a function whereby I can call another strategy.

  Using this function I would like to see whether it is onmarket, longonmarket or shortonmarket and also be able to see countofpositions.

  Maybe at some point, we could have the functionality to Start/Stop strategies as well.

  This would obviously mean that each strategy would have to be assigned a unique name at the beginning of their code.

  Here is an example of how you could potentially use it;

  CALL STRAT “StrategyName” AS strat1

  If strat1 = longonmarket and strat1 countofpositions > 1 Then

  condition here

  EndIf

  This feature would go a long way in managing risk when running multiple strategies.

   

   

  

  juanj

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  11/16/2017 at 9:30 AM #52925
  Nicolas

  @juanj

  This is an idea I had long time ago, but with external variables for each strategy. If strategies could share variables between themselves, it would make a lot of things possible: buy/sellshort same securities, portfolios, multi instruments comparison, and so on…

  Even for ProBuilder, sharing external variables could make possible multi timeframe and multi instruments support possible for creating new kind of indicators and expand the platform capabilities far beyond!

  I will push this idea again, hoping that I will find a listening ear 🙂

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  11/16/2017 at 9:37 AM #52927
  juanj

  This would change everything and really push PRT to the next level.

  It would greatly enhance their position as a trading software company.

  I am already super anxious for the muti-timeframe indicator support (this feature cannot come sooner).

  I am pursuing algorithmic trading on a full-time basis starting December and these features are absolutely crucial to me.

  

  juanj

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