How to find Best Performing Algo this Week?

• 12/03/2024 at 7:40 PM #241051
  JS

  The point, as I see it, is that “ProOrder AutoTrading” only displays the current profit and position and does not retain any historical information…
  If you want data for a specific time period, you will need to perform a “backtest”…

  (the only data available is the trade data like price, open time, exit time, number of contracts, etc… all the rest must be calculated)

  

  JS

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  12/03/2024 at 7:56 PM #241052
  GraHal

  JS wrote:

  does not retain any historical information

  So where is attached coming from?

  

  GraHal

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  12/03/2024 at 8:04 PM #241054
  JS

  The detailed report is calculated from the “trade” data… (this is the data of the positions that have been executed)

  

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  12/03/2024 at 8:11 PM #241055
  GraHal

  It is the data of executed positions that I would look at to pick out the best performing Last Week.

  If there was a Period widget, I would set it to Previous Week and then sort the Total Gain column and look at, for example, the top 3 Total Gainers (for 1 week only – Note).

  I might then, for example, consider these ‘top 3’ have the best chance of continuing their good performance in the coming week and so I might set them running on Real Live for a week.

  

  GraHal

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  12/03/2024 at 8:24 PM #241056
  JS

  Can you view the “performance” without having the detailed report calculated…?

  Again, my point is that you don’t know the “performance” without a calculation that needs to be executed…

  

  JS

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  12/03/2024 at 8:39 PM #241057
  GraHal

  Ah I see where you are coming from now.

  Total Gain for a Period / Last Week will do for a Starter then I can click on the Detailed Report icon to get the Detailed Report for Last Week only and also check equity curve and positions (for last week only) to make sure all looks good, i.e. is not a high Total Gain driven by a few ‘fluke trades’.

  Currently I have 100 Systems running and if I sort the column Total Gain then Systems at the top are Systems that have been running for a few months.

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  GraHal

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  12/03/2024 at 8:46 PM #241058
  GraHal

  I also submitted (earlier this year) direct to PRT a Suggestion that a column be added to the ‘ProOrder Portfolio window’ to show Average Gain and a separate column for No. of Trades … these could then be sorted by column and will add another useful analysis tool.

  Above additional columns would be selectable by users as is the current configuration of columns.

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  inverse, JS

  

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  12/04/2024 at 1:37 AM #241060
  inverse

  I’d imagine it could be a reasonable laundry list but you could ‘snippet’ the wish-list and features that are problematic seeing there aren’t release notes with caveats.

  Really wish I could add some useful IP but I’m so green I’ve not even broken ground in terms of systems and useful feedback … 🙁

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  inverse

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