Look inside bar? Result after Stop loss and Profit target, isn't true?

• 04/25/2016 at 9:14 PM #6003
  simon_json

  Hi,

  I’ve heard that ProRealTime dose not have “look inside bar” and therefore the result after Stop loss and Profit target, when they happen in the same bar, isn’t true?

  Isn’t that a BIG problem?

  

  simon_json

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  04/25/2016 at 9:40 PM #6004
  Nicolas

  Yes it is the case in Probacktest, not in real live trading, because order stoploss and takeprofit are written in order book, so they are executed correctly at needed price.

  This behaviour of the backtest engine is actually been modified to perfectly reflect a real live environment. It will part of a future update.

   

  

  Nicolas

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  04/26/2016 at 10:19 AM #6020
  simon_json

  So in Probacktest, if one have a system witch works on daily timeframe, and then do a optimization on a Stop loss and Profit target, the result will not be reliable?

  Im looking forward to the update, when will it come?

  

  simon_json

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  04/26/2016 at 2:47 PM #6032
  Nicolas

  Indeed. I do not have any idea about a release of this improvement, but be sure it will be one of the feature that will definitely change the way to develop automated trading strategies. It will also add multitimeframe support and faster backtests and optimization (which are already quiet fast!). I heard 10x times faster, but we’ll see when we’ll get it 🙂

   

  

  Nicolas

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  05/12/2016 at 5:00 PM #6922
  Stef

  Hey Nicholas,

  Those are, in my opinion, two of the most important improvements that they can make. And, walkforward testing.

  

  Stef

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  05/12/2016 at 5:15 PM #6926
  Nicolas

  Walk forward would be a great feature in optimization process. This is something I already request along with Monte Carlo analysis… but I don’t know if these features are already in the pipes or not ..

  

  Nicolas

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