STRATEGYPROFIT difference between Automated trading and Backtest

• 08/03/2017 at 10:55 AM #42392
  hugh

  Hello

  I note that STRATEGYPROFIT when using ProOrder in Backtest mode returns the gain/loss for the strategy from the commencement of the system. However if I use it in Automated Trading mode is it going to return the same value as that returned in the Backtest mode or will it return the REAL Gain/Loss made by each trade since the system was made live? i.e the Gains/Losses at the Broker (not including costs).

  Thanks

  

  hugh

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  08/03/2017 at 10:58 AM #42394
  Nicolas

  It will return the same thing, as you stated: ” the gain/loss for the strategy from the commencement of the system”

  So if you start the strategy today, it will only returns the profit/loss starting from today (which is the “commencement”)  🙂

   

  

  Nicolas

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  08/03/2017 at 11:09 AM #42395
  hugh

  To clarify though – do you mean the real cash gains/losses using the automated system or the gains/losses showing on the Backtest?

  I have a Backtest running which shows the current gains, say, at $2000.  I then run the same strategy starting today on a Live automated trading platform, so my actual gains are $0 currently.  Does STRATEGYPROFIT return 2000 or 0?

  Thanks

  

  hugh

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  08/03/2017 at 11:47 AM #42398
  Despair

  It will return zero. Overtime you take a strategy offline, change it and put it only again it restarts from zero (because it simply is a new strategy for PRT).

  I solved the problem with a variable “startequity” that I have in all my strategies. When I take a strategy offline and make changes I always update this variable manually so I keep track and know “the real” cumulated strategy profit.

  

  Despair

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  08/03/2017 at 12:24 PM #42399
  hugh

  Much appreciated – thanks. It seemed obvious but I thought I had better make sure.

  

  hugh

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