Known differences between PRT LIVE and PRT DEMO

• 03/28/2020 at 5:36 PM #123739
  GraHal

  VN wrote:

  AutoTrade has nn open position running

  I guess you meant no open position (not nn) open position?  So the position got closed within the 13:06 bar by a Stop or Limit Order?  I guess all this is happening on a 1 min TF?

  Are you able to test out your theory about the 6th Indicator (False on backtest, but True on AutoTrade) by having only that Indicator running in a Strategy?

  No worries about results, ideally with settings to get plenty of trades … just a test case to isolate the problem Indicator?

  

  GraHal

  Participant

  Topics: 217

  Replies: 8934

  Been thanked: 2251 times
  03/28/2020 at 6:39 PM #123746
  VN

  GraHal wrote:

  VN wrote:

  AutoTrade has nn open position running

  I guess you meant no open position (not nn) open position? So the position got closed within the 13:06 bar by a Stop or Limit Order? I guess all this is happening on a 1 min TF? No, that was a typo, that should say “an open position”. The position got closed at the end of 13:09 bar and done so correctly..

  Are you able to test out your theory about the 6th Indicator (False on backtest, but True on AutoTrade) by having only that Indicator running in a Strategy? That is a plausable test, but if the difference is due to an indicator close discrepancy as i think it could be then there is no guarantee the market will line up in the same setup again in the future so as to produce such a difference. If it happened once it is plausable it could happen again perhaps..

   

  

  VN

  Participant

  Topics: 5

  Replies: 51

  Been thanked: 0 times
  03/28/2020 at 6:46 PM #123748
  GraHal

  VN wrote:

  If it happened once it is plausable it could happen again perhaps..

  Yes it is worth knowing if it is a recurrent / repeated phenomena … as then there should be more interest (from PRT) in getting to the source of the Issue?

  

  GraHal

  Participant

  Topics: 217

  Replies: 8934

  Been thanked: 2251 times
  03/28/2020 at 6:59 PM #123749
  VN

  A PRT developer should be able to answer the question I posed in post #123665 that i made. They would know how the AutoTrade engine is configured versus backtest mode and understanding this is absolute key for this query. Is this forum website not monitored by anyone from PRT development do you know?

  

  VN

  Participant

  Topics: 5

  Replies: 51

  Been thanked: 0 times
  03/29/2020 at 11:09 AM #123784
  Vonasi

  PRT does not monitor this forum. They do monitor the ‘Platform Support’ forum however.

  I do not think that they would be able to easily answer the question in your previous post without much more information.

  You say that you cannot use GRAPH in a live strategy which is true but this does not stop you from creating a stand alone indicator that you leave running live alongside your strategy. This indicator can have all the indicators and conditions to exactly simulate those in your strategy. You can perhaps set it to return a 1 or a zero for each condition so that when you see a missed trade you can see which conditions were missed and then at least narrow it down to an issue with a particular indicator or condition. If you use MTF in your strategy then you will have to keep charts of each time frame open with individual indicators on each of those charts depending on which indicators are used on which charts. Bare in mind that with an indicator it is the value one candle back that you are interested in as this is the decision candle with trades being opened on the next candle open.

  Also bare in mind that it is possible with some indicators to get different results due simply to the bar that you first start them on.

  2 users thanked author for this post.

  Nicolas, GraHal

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1811 times
  03/30/2020 at 11:28 AM #123916
  VN

  yes I agree given the limitations the only way is to hopefully get some clarity is to run a reduced version of the strategy with less indicators at a time and see if that gives more information..

  

  VN

  Participant

  Topics: 5

  Replies: 51

  Been thanked: 0 times
• Author
  Posts