Custom date range of backtests is not saved

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Viewing 12 posts - 1 through 12 (of 12 total)
  • 12/19/2020 at 9:37 PM #154477
    XORANDNOT

    When I enter a custom date range for a backtest (first image below) and run the backtest, the dates are deleted again and the backtest will run for the entire date range available (second image below). This means that a custom date range can neither be saved for a backtest nor duplicated. I think it would be good to correct this, as it was in v10.3 before.

     

    12/20/2020 at 9:18 AM #154530
    PeterSt

    Could it not be so that the date-range is “forgotten” after restarting PRT ? I mean, I don’t recall that this happens during a session.

    Otherwise the setting of Dates/Times is the biggest hurdle in PRT to begin with (this has been so in V10.3 but worsened in V11). So for your problem, it is good to also regard this :
    You *are* able to manipulate the Date/Time that it remembers your setting in the fields, while they are actually illegal (like further back than your set amount of history allows for). This may work one time (or seems to work one time) but at a next round it is reset.

    Anyway, please try most normal settings regarding the history loaded, like from somewhere yesterday (with history of a week) to today this morning (during a trading day). I can’t imagine that this won’t work …
    (but who am I)

    Peter

    12/20/2020 at 9:23 AM #154531
    Vonasi

    I spotted this a while back and reported it to Nicolas off forum but I’m not sure whether it ever got back to PRT!

    A temporary workaround is to enclose your strategy in an IF THEN loop:

     

    12/20/2020 at 1:36 PM #154578
    XORANDNOT

    Thank you all for your tips.

    The date range is forgotten every time you start a backtest. When you run the same backtest a second time, the date range is gone. Has nothing to do with a restart of the platform. To my knowledge, it did not happen in v10.3.

    The workaround in the code looks quite good indeed. The first, say, 600.000 of 1.000.000 bars should be processed quite fast then…🙂

    I have reported this to PRT and hope there will be a fix soon.

    01/04/2021 at 1:38 PM #156232
    Nicolas

    If you save the platform (CTRL+S), then start and end dates should also be saved for each of your strategies backtests.

    01/04/2021 at 1:55 PM #156236
    XORANDNOT
    Nicolas wrote:

    If you save the platform (CTRL+S), then start and end dates should also be saved for each of your strategies backtests.

     

    Should, but in reality they are not saved. It can happen that start and end dates are different each time when you run a backtest. Custom dates are never remembered and cannot be saved.

    As I wrote in another thread, also the spread and broker fees are not saved. So, a lot of things in this part of the backtest window still have minor bugs !

    01/04/2021 at 2:03 PM #156238
    XORANDNOT

    Another issue with backtest start and end dates is that a backtest in v11 most of the time stops at the time when it was run and does not continue into the future, as it was the case in v10.3. So, for example, when you start a backtest at 12 p.m., it will run only until this time and in most cases (but not all) show the vertical “end” line at 12 p.m.. When you want to see the further development of this backtest at 1 p.m., you cannot just leave it open and let it run, but you have to start it once again, because it has been stopped at 12 p.m.

     

    01/04/2021 at 2:42 PM #156256
    PeterSt
    XORANDNOT wrote:

    So, for example, when you start a backtest at 12 p.m., it will run only until this time and in most cases (but not all) show the vertical “end” line at 12 p.m.. When you want to see the further development of this backtest at 1 p.m., you cannot just leave it open and let it run, but you have to start it once again, because it has been stopped at 12 p.m.

    Change the End Date/Time to Real-Time and re-apply the backtest (with the same Start Date/Time) ?
    At least that is what I do.

    If I now read back what I wrote and after that what you wrote, then I seem to be unable to explain how your situation could be approved. It is you who filled that End Date/Time, right ? 🙂
    So why did you do that in the first place ? The system won’t test beyond what you filled in there (unless you gave it Real-Time).

    01/04/2021 at 3:31 PM #156268
    XORANDNOT

    It is total erroneuos behavior of the custom dates. And yes, of course I have set them, that’s what they are made for. I have no intent to demonstrate the mess further here, but I hope PRT will soon correct all the minor bugs in v11. Because there are so many, it will take I while, I assume. I have already reported a lot of bugs to them and always got a response.

    01/04/2021 at 3:34 PM #156269
    XORANDNOT

    You can set the end date to “real time” and the backtest runs and will stop at the start time. Next time you run it, it may have remembered this time as its end date. Or sometimes not, it is not reproducible. Sometimes the backtest does not stop at the starting time, and runs continously, but not always, as it should be. A mess.

    01/04/2021 at 3:45 PM #156273
    PeterSt

    I fully agree it is a mess (filling in the dates to begin with). But

    and will stop at the start time. Next time you run it, it may have remembered this time as its end date. Or sometimes not, it is not reproducible. Sometimes the backtest does not stop at the starting time, and runs continously, but not always

    I assume this is unintentional ?
    🙂

    01/04/2021 at 4:00 PM #156279
    XORANDNOT

    Of course. It does what it wants. Sometimes like this, next time in a different way.

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