How to refresh the detailed report when modifying the TF?
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- This topic has 47 replies, 3 voices, and was last updated 1 year ago by aldtrading.
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05/28/2023 at 9:39 AM #215302
4. Each time you load the chart (like from Nasdaq) while previously a Backtest ran on it, the Result List will show and the Stats form will show after it has been populated”.
5. But : It will always populate one line only, and nothing from an Optimization. This is a. confusing and b. a waste of time.
6. *Whether* #5 happens, depends on whether a backtest was active without removing it from the chart. This again is highly confusing and most often no matter you removed it prior to saving, at a restart of the platform it may be there again. You can see this by the tag of it at the top of the screen. Or several of them, because you let them stay at saving.
Above happens to me from time to time; I never pinned it down to set of conditions as above.
aldtrading I think your Issue may be related to what Peter says? It’s the nearest we’ve got so far to a reason, so it’s worth testing around above conditions.
05/28/2023 at 4:27 PM #215320I’m sorry I’m not sure what I should try
I ran a backtest on nasdaq and then removed the backtest from the chart and then changed the timeframe, but if I click on the interesting line in the Result List while on a 200k bars chart, the Stats Form and backtest data on the chart only cover the 100k bars period
05/28/2023 at 7:17 PM #21532105/29/2023 at 1:19 AM #215328I was able to do what I think aldtrading wants :
Have one Stats form from a first situation. The Results List is onscreen, but is not related to further outcomes that I can see.
- Start a random backtest from “a” TF. Result List appears. Stats form appears as well.
- Change the TF of the Chart. A new Stats form appears and it is relevant (it makes sense regarding my changes).
- Again a new TF on the Chart and again a relevant new Stats form appears.
- Back and forth to the various TFs on the Chart and it keeps on working.
In each situation the Result List remains as it is. So only a first time it appears, but in the end is not important. Cross is away and all keeps on working as I told above.
When I do something wrong, like entering a TF with which the Strategy can’t deal (per error message), then I need to remove the backtest from the chart (label in the top (equity curve) and restart the backtest.
Having the backtest iterate over something, did not change the situation.
I think it is crucial that the Stats form appears automatically a first time. Thus e.g. (in extremo) restart the platform, clean the chart from previous backtests (or else it will have shown a Stats list already), apply the backtest – Result List shows and Stats from appears after that (no clicking).
It seems that it all depends on that it depends on how you start out with it. I mean, yesterday I tried it briefly too, and then I could not do it. Today it would not fail on me.
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I am pretty sure that clicking on lines in the Result List for different (revisiting of) results, will kill the situation. You can just sense this, because the Stats form is not related to the Result List, unless you want to see it such that a first line ever listed in there, is the line it showed in the Stats form. This would just be coincidental, just like changing the TF in the Chart will show a Stats form which never is related to the Result List – obviously, because you never ran a backtest from that TF.
The last part of the last sentence, is crucial I think.
All would behave like you just start the platform and it presents you the virtual backtest results of the backtest bound to the Chart, as visible in the top of the Chart.In order for possible better understanding, I also notice this :
If the Backtest would output Graph / GraphOnPrice, then all what I did (see bullet points above) never will show graphing data on the chart. This, while clicking in the Result list surely would impose that. Thus, it is an entirely different situation. Thus also, as soon as you urge the platform to show graphing data as well, you’re on the wrong foot (somehow).
Compare this with the dreaded Stats form that usually appears after starting the platform and that old backtest still bound, and you will see that this never imposes graph data on the chart. So you must lure it into that same situation. And what the TF is on that moment, is unimportant (usually it is 10K, but set it to less at saving and it will do that less (and show it on the Stats form).Did we learn something from this ? I personally not really. It is not even a hidden feature. It can work by coincidence and how to exploit that ? no clue. And @altrading, I am afraid that you too will say “oh, if it works like that it is useless for me”. And that could be the point, I’m afraid; you had something working in a coincidental situation which suited you. But it is/was not by design and therefore no rights can be claimed over it. However :
It could be the idea to write out what you’d functionally want with this, so PRT development can consider it as a nice feature and make it formal and always working; would you do that in this topic, they readily have a nice reference on the why of it.
Lastly, you might consider this :
Changing the TF of the chart, would normally lead to a different result because the time period changes with it. Thus, I was testing with 1m vs 10s vs 15s because the system I was testing with did not accept other multiples. This means that I should have set the Starting Date in the backtest such, that I would limit all to the smallest TF, hence 10 seconds.
This feels odd and is at least nothing I ever did with a “real time” comparison. Now, if you did not realize this, something else could be amiss (incurring that you could not do what you expect it do do, or what by coincidental constraints coincidentally worked at first).
OK, you got that. Now, how would you be able to click in various Result list lines incurring for different TFs while the Chart does not change its TF from that clicking ? It really does not, you know. 🙂 And it *has* to or else the graphing (Graph / GraphOnPrice) would not work out.Pfff ?
05/29/2023 at 7:51 AM #215330Shoot that’s a shame, it was a really neat unwanted feature 😅I already sent a mail to the PRT team, before you told me it could be a bad idea considering things could change “for the worst”, I didn’t present that as a suggestion for a new feature though..
05/29/2023 at 8:45 AM #215331If I understand it correctly, this would be thee desired feature :
- At clicking a Result Line in the Result list, first re-select the TF of the chart involved, then show the Stats form with it.
or (and this seems the better idea)
- At changing the TF of the chart, and at running a new Backtest over that, present an additional Result list, specific for that Instrument/TF (on the chart).
- Open a separate Stats form from that TF’d/Result list.
- Now we’d have the results dedicated to the TF and nothing confuses. We even have two Stats forms on screen and can compare everything in there.
Btw, notice that all would be solved if you’d make a copy of the Strategy and dedicate that to the TF. You’ll now have two Editors on screen, two separate sets of Optimization Parameters, and of course two Results lists and concatenated Stats Form.
Also please notice that this would be the most normal thing to do, per my idea about no two Strategies will ever be the same for different Timeframes. This is about the workflow again. 😉 (I put this in small print, but the forum software does not dig it)
05/29/2023 at 8:47 PM #215364It just happened to me, I optimised on 10K bars, didnt like the equity curve so switched to 5k bars and a single line result showed in the Opti Table. It has almost certainly happened to me before but I’ve never thought anything of it.
Title of the this Topic is … How to refresh the detailed report when modifying the TF? To see the Detailed Report for the single line result for 5 k bars, I just right clicked on the Algo title and selected Detailed Report.
I then clicked between 1. the 10k bars results 2. the 5k bars single line result and 3. the 5k bars re-optimised results and the Detailed Report changed each time to give the correct figures for each selection, 1., 2. and 3.
It left me thinking … mmm, what was the problem in the first place?
05/29/2023 at 9:09 PM #215367It just happened again, but this time I switched to 20 sec TF, the previous TF was 6 mins so a single line results appeared in the Opti Table for 20 sec TF.
Notice this time I had left the Historical Data Period at 10K bars when switching the TimeFrame from 6 min to 20 secs and I then got the single line result in the Opti Table.
So there are 2 ways to get a ‘single line result’ …
1. Changing Historical Data Period / No. of bars
2. Changing Timeframe.So what you are experiencing aldtrading is normal behaviour of the platform?
05/30/2023 at 5:25 AM #215380I then clicked between 1. the 10k bars results 2. the 5k bars single line result and 3. the 5k bars re-optimised results and the Detailed Report changed each time to give the correct figures for each selection, 1., 2. and 3.
After reading this a couple of times, … it would be the most normal behavior. Compare with running a Backtest over different periods (change the start date). No way that would not work;
- A new result line would appear;
- Whatever the result (per line) the Stats form would reflect it.
But it is not about the backtesting period …
05/30/2023 at 8:41 AM #215382But it is not about the backtesting period …
What does ‘it’ refer to in the above statement? aldtrading problem?
05/30/2023 at 6:52 PM #21545105/30/2023 at 7:32 PM #215454Title of the this Topic is … How to refresh the detailed report when modifying the TF? To see the Detailed Report for the single line result for 5 k bars, I just right clicked on the Algo title and selected Detailed Report.
You right clicked on the probacktest window title where you wrote your code?
It left me thinking … mmm, what was the problem in the first place?
The problem was -> Instead of automatically refreshing the Detailed Report when modifying the TimeFrame after clicking and displaying the result of a particular line in the Optimisation Report Table, PRT now loads a new line in the Optimisation Report Table adding more time spent in the whole process by adding 2 steps :
– Loading the new line
– Forcing you to search for it, becoming increasingly long the more lines are loaded
😅
05/30/2023 at 7:57 PM #215455You right clicked on the probacktest window title where you wrote your code?
No, I right clicked the title of my Algo (e.g. PSAR MACD M3 10K v1gh) which shows above the equity curve related to results of a backtest / optimisation.
After right clicking as above, one of the options in the menu is Detailed Report.
05/30/2023 at 8:01 PM #215456The problem was -> Instead of automatically refreshing the Detailed Report
For me, this is what happens (or happened yesterday) …
I then clicked between 1. the 10k bars results 2. the 5k bars single line result and 3. the 5k bars re-optimised results and the Detailed Report changed each time to give the correct figures for each selection, 1., 2. and 3.
05/31/2023 at 3:35 AM #215468In real-time :
a. Load System and set a line of a varying parameter. Run Backtest by means of the button under the mouse pointer (see screenshot 1). TF of the chart is set to 1minute.
b. Result list shows with 6 results. Stats form shows of first line (auto-selected by PRT). SS2.
c. Change TF of the chart to 5 seconds. Backtest is ran automatically. It will have done this for the Parameter combination of the first result line – I can’t tell for real without further investigation. Stats form shows automatically afterwards. SS3.
d. Change TF to 30 seconds. Backtest is ran automatically. Stats form shows automatically afterwards. SS4. **
This is with V11.1. What I did in the earlier post (with same results) was with V12.
**): I better investigate the Parameters. Haha. But no worries, this coincidentally triggered the Money Management system and it earns nicely with 6 trades. And as this MM setting is a Parameter itself, I changed it to being Off and changed the TF again back and forth. The results stay as they were, and thus it is not so that the parameters are re-grabbed from the settings as shown per SS1.
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