ProRealTime Backtest opened/closed positions

• 05/27/2017 at 3:00 AM #36726
  Ziad

  Hello,

  I’ve built a strategy purely from code on the ProRealTime platform. On backtesting it gives 85% – 67% profitability on different assets.

  My question is, when I view the closed positions tab on the report after backtesting is complete, the time the trades opened and closed is always the same!

  For example,

  a trade opened 1800 closed 1800 profit.

  a trade opened 0200 closed 0200 loss.

  and the list goes on with no duration for any trade whatsoever.

   

  Is that normal?

  *Tick-by-tick mode was de-selected

  

  Ziad

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  05/27/2017 at 12:58 PM #36762
  GraHal

  Mmm your Strategy is making Trades in zero bars and resulting profits are not achievable in Real Trading.

  Search for Zero Bars or 0 bars and read a few threads on here?

  If you are still confused let me know and I will find a thread for you?

  Cheers
  GraHal
  PS always backtest with tick tick selected and you will see (under tick tick column) how many zero bars your Bot may be susceptible to … ideal is none!

  PPS There should be Sticky Thread / Topic on this issue as it can dupe the unknowing like yourself.

   

  

  GraHal

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  05/27/2017 at 1:10 PM #36763
  GraHal

  Here you are, this should help …

  https://www.prorealcode.com/topic/backtest-prt-bouncing-problem-what-is-it-and-is-it-still-a-problem/

   

  1 user thanked author for this post.

  Nicolas

  

  GraHal

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  05/28/2017 at 2:03 AM #36811
  Ziad

  Do you mean the result I get with the tick-by-tick mode is the real result I will get in live market?

  

  Ziad

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  05/28/2017 at 10:32 AM #36830
  GraHal

  No … backtest on historical data can never predict what you will get in (future) Live Trading (else we all be millionaires sitting on the beach with a lovely lady by our side:)).

  All we can do is to increase the probability by backtesting etc  and tick tick mode will help (without tick tick mode your results are in fantasy land :))

  GraHal

  

  GraHal

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