Centralization of queries and suggestions on ProRealTime

Forums › ProRealTime English forum › ProRealTime platform support › Centralization of queries and suggestions on ProRealTime

Viewing 15 posts - 121 through 135 (of 364 total)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 … 21 22 23 24 25
  • 09/06/2017 at 12:53 PM #45607
    Nicolas

    Added my 50th query to my list:

    50. bolUp=BollingerUp[20,3.5](close) / need a possibility to change the standard deviation coefficient for the Bollinger Bands indicator without recoding it (in this example, we add 3.5 deviation to the middle SMA instead of the default 2.0 which cannot be modified actually with the current instruction).

    2 users thanked author for this post.
    avatar robertogozzi, avatar Cris48
    09/06/2017 at 3:55 PM #45645
    Cris48

    Stochastich RSI need to be coded and give it the possibility to use the indicator inside probacktest insted to re-code it.

    09/07/2017 at 10:54 AM #45717
    Cris48

    I suggest per function Playback of the strategy…

    09/14/2017 at 12:25 PM #46214
    Pere

    Add in the optimization report the values of Ratio win/losses (profit factor) and Drawdown, so that it can be sorted under these concepts.

    09/15/2017 at 9:34 AM #46258
    robertogozzi

    Embedding indicators in each strategy, rather than CALLing it,  has been often reported as the best solution to efficiency.

    That may be true when running strategies, certainly not when mantaining code! In case I need to change the code of my indicator, for improvements or bug corrections, I will have to repeat the same job “n” times, once for each strategy using that code!

    Two improvements might make the whole job easier:

    1. I suggest to add the INCLUDE keyword to make it easy to reuse the same code
      INCLUDE “MyOwn_MA.txt”
      The code “MyOwn_MA.txt” should be uploaded in PRT’s server like Indicators/Screeners/Strategies.  A “CODE” button (in addition to INDICATORS and BACKTESTING/AUTOMATED TRADING) should be added to the platform.
    2. Of course any (modified) strategy should be stopped and restarted. To avoid this I suggest the command UPDATE (next to EXTEND expiring date) that, when clicked, will make the server reload strategies automatically without altering history and performance details. In case a strategy has any open trade, ProOrder should schedule the UPDATE at a later moment, as soon as the current trade is closed.

     

    09/20/2017 at 10:20 AM #46676
    Despair

    I would like to have the possibility to switch to a weekly performance report of the portfolio.

    Also it would be great if it was possible to somehow track the performance of single strategies even if you turn them on/off and make changes. It is really a pity that one loses all history overtime you make a change to the system. This is for both the performance report and also for the strategy profit which is always rested to zero after a change. There should be a possibility to chose if you want to restart logging of profit or keep the history.

    2 users thanked author for this post.
    avatar manel, avatar robertogozzi
    09/20/2017 at 12:03 PM #46693
    Nicolas
    robertogozzi wrote:

    Embedding indicators in each strategy, rather than CALLing it,  has been often reported as the best solution to efficiency.

    I’m currently testing the new data engine and this is about to be not true anymore! The main advantage is now to possibility to externalize codes from the main program such as functions to calculate lot size for instance or even trailing stop.etc. It would mean that building trading strategy from scratch should be easier now, build them like a construction game with different blocks to assemble. Create different functions could be a good exercise, I’m about to write a blog article about this.

    Despair wrote:

    the strategy profit which is always rested to zero after a change.

    Seems obvious to me since a change into a strategy mean a different strategy.

    1 user thanked author for this post.
    avatar robertogozzi
    09/20/2017 at 12:33 PM #46698
    Despair

    @Nicolas: This is of course true but it would be nice if one could make minor changes and keep the history.

    09/20/2017 at 1:30 PM #46703
    robertogozzi

    The solution to what Despair asked would be to keep historical data separate for each version, only the most recent ones could be shown, but the user should be provided a tool to retrieve older data and be able to export them.

     

    2 users thanked author for this post.
    avatar manel, avatar Despair
    09/24/2017 at 6:38 PM #47155
    Despair

    I’m sure somebody wrote this before in this thread but since I think it is REALLY important I repeat it:

    It is badly needed that we can see the account equity in PRT. Without this possibility it is impossible to code any kind of money/portfolio management.

    2 users thanked author for this post.
    avatar Cris48, avatar Nicolas
    09/26/2017 at 1:20 PM #47394
    juanj

    Here is something I would like to see supported in PRT:

    Support for pair trading in PRT, i.e. monitor the price of two correlated instruments and enter into market neutral trades based on the deviation from the norm.

    For example, if after initializing the strategy, the price difference between share 1 and share two is more than 3% then enter into a long on the overperforming share and a short on the underperforming share. Then close both positions when the price of the instruments return to their correlated mean.

     

    09/29/2017 at 3:55 PM #47831
    Cris48

    I would like the possibility do dock the optimization windown (and basktest tetails, as like as) in to the graph in relation with. So when I use to optimize more than one strategy , I’m a bit confused.

    Cristiano

     

    10/02/2017 at 12:39 PM #47998
    manel

    I echo Despair’s comments. A change in the code does not necessarily signify a material change in the strategy eg. you could have experienced a bug in PRT like the prelload bars issue or division by zero problem which occurs randomly over a period and could occur a long way into the execution. Applying any fix would restart the profit  counter. Also, more importantly, if you have a code that relies on strategyprofit to scale into positions then it becomes cumbersome to have to enter the new equity  level into each version as each newly launched strategy resets this figure. There could be other reasons where you may want to tweak a code but keep its history.

    Therefore the better solution I think would be for PRT to maintain it’s history either by way of a log or not delete it and continue performance figures if you keep the strategy name the same – maybe insert an “edit” function directly into the Pro Order Auto Trading window ? Perhaps that may be an easier and quicker solution.

    10/02/2017 at 1:22 PM #48005
    Despair

    Exactly Manel, I also experience problems with my position sizing through the loss of history of strategyprofit.

    I think it would solve the problem if one could choose when turning off a strategy: Keep history of trades (Yes/No)

    10/03/2017 at 10:03 AM #48098
    juanj

    We desperately need a StrategyMaxDrawdown[n] function in ProOrder similar to the StrategyProfit[n] function. It will give you the MaxDrawdown of the trading system since the beginning of the strategy up to the nth bar. This will be useful in building proper money management algorithms.

    1 user thanked author for this post.
    avatar robertogozzi
  • Author
    Posts
Viewing 15 posts - 121 through 135 (of 364 total)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 … 21 22 23 24 25

Find exclusive trading pro-tools on ProRealCode Marketplace

Similar topics:
buy on certin dates, not on technical singal
buy on retest on a certain candle
prorealtime issues on ig
2 accounts limitations on ib
2 bars late on entry and exit
a free range breakout indicator for prorealtime
andrew cardwell strategy on rsi
autotrading – latent gain will not show on charts
bb trading one long one short on dax 9-17,30
buy on next candle after buysignal

Create your free account now and post your request to benefit from the help of the community
Register or Login