Exporting full orders list ProBackTest

• 02/13/2025 at 7:21 AM #243758
  Lorenzo47

  Hi everyone,

  It has been a while I haven’t required any help from this forum, today I am back with a topic I didn’t find anything about here or anywhere…

  I am currently backtesting a strategy with a high number of entry/exit and would like to log all my orders into an excel sheet for a deep and off PRT analysis.

  My issue is that the ‘share’ button which is supposed to help me export only saves the firsts 1,001 orders of the orders list…

  Has anyone ever faced the same issue in the past, and if yes, how did you sort this out?

  Thanks a lot for your help. 🙂

  

  Lorenzo47

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  02/13/2025 at 11:11 AM #243763
  druby

  As far as I know, all exports of data are limited, if you say its 1001 in this case, I guess its That.

  Only thing I can think of is, to regularly dump a separate new data file, of new data, and over time manually compile a combined file from them.

  Though this is a lot of hassle, once you have your data set, you can analyse as much as you want.

  However, any changes made from the analysis, the process would have to be repeated, and a new data set created.

  So it would be a good idea to record the process details, so you can repeat any date ranges of data blocks.

  You would have to dump the new files within the 1001 limit.

   

  In back-test you can set time range of back-test to capture the blocks of data.

  If running in proOrder, you would need to dump data regularly within the limit.

  Just out of curiosity, what minimum length of time would you estimate, you would need to dump your data, before the 1001 limit was reached.

  Are we talking minutes, hours, days, ect

  Regards

   

  

  druby

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  02/13/2025 at 11:12 AM #243764
  Iván

  Hi! Maybe you could split your analysis and backtest intervals of time to have no more than 1k trades.

  

  Iván

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  02/13/2025 at 12:07 PM #243770
  Lorenzo47

  Thanks a lot for your answers!

  So as I understand, sadly, there is no other way to do…

  It would be a very very big hassle indeed…

  Because I am picking data of 2 (even 3 actually) different indices, and I should compare their performance in a excel sheet as PRT doesn’t allow to call 2 different tickers in the same code…

  I am aiming to bring data every 5 minutes (200k would be a little more than 2 years I believe) and then 1H (200k would be almost 10 years I guess) to get a different POV of my strategy…

  It’s almost impossible to do ‘by hand’ as you suggest…

   

  So if anyone has a different idea, that would be more than welcome! Thanks

  

  Lorenzo47

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  02/13/2025 at 1:18 PM #243778
  druby

  The way I look at PRT is like a child playing in a box. Child quite happy playing until they reach to far outside the box and both topple over and they end up in a new situation, with tears.

  Other than finding a tool set, with media, which is designed to do what you want, I can only think of the following.

  . Semi automate, where possible, the hassle of the above block solution, somehow!

  . Look at the problem of what your trying to do from another angle. That means what information are you specifically trying to get out of your analysis. Maybe once identified, you may be able to rate you back-tests in certain ways within the code of the back-test and graph those certain parameters, and then compare those.

  Just a few idea’s, once you get tired of playing in the box and start reaching out, you soon reach the tipping point.

  

  druby

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  02/13/2025 at 5:33 PM #243789
  Lorenzo47

  Alright, thanks for your ideas.

  It is fine, I don’t mind being blocked here, I have other tools to use. PRT appeared quite easy to me for this task, but the limit is reached as you said.

  You know, in life if you don’t know how (or at least try) to adapt the things that you have in your hands for the purpose that you long to reach, you may stay stuck quite early. But this is respectfully only my opinion 🙂

  I have just found it ‘weird’ that PRT displays all the orders in the orders list but doesn’t want to export them to excel which is a child game to (recycle your words :-)).

  That was just surprising as the ‘hard work’ as been already done by PRT, so why wouldn’t it export the whole results, I don’t know…

  I’ll move on somewhere else. Thanks anyway!

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  druby

  

  Lorenzo47

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