Tick by Tick backtest mode available in beta 10.3!

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Viewing 15 posts - 31 through 45 (of 69 total)
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  • 11/28/2016 at 4:04 PM #17383
    Nicolas

    You are absolutely right jonjon, this is something I talked about in the French video, the lower the better, this is a warn about you should or not retest the strategy with the tick by tick backtest mode, because as you have noticed, the tick/tick engine is not operate while optimising, this would cause too much load on servers..

    11/28/2016 at 4:16 PM #17391
    jonjon

    Thanks Nicolas.

     

    Just so I’m clear, if I was to try to optimize and I had t/t ticked, it would optimize but it actually wouldn’t be on a t/t basis? I.e. even though it is ticked  it “disengages” the t/t? Or will it try to optimize on a t/t basis but will take forever (FYI –  I’m trying to optimize on a t/t basis right now as a test and it’s taking for ages…..).

     

    11/28/2016 at 4:20 PM #17393
    Nicolas

    Depends on strategy / timeframe / how much variables to optimise / how much far in the past .. even if all ticks are not tested in optimisation, sometimes it can take ages 🙂

    11/28/2016 at 7:07 PM #17407
    GraHal

    I’m confused now, Nicolas says …

    the tick/tick engine is not operate while optimising, this would cause too much load on servers..

    Does  … tick/tick engine is not operate while optimising  … mean the tick/tick engine is Auto-OFF when not needed / no benefit but tick/tick engine is Auto-ON if needed / benefical (e.g. when optimising Trailing Stop values etc).

    Accepting that the ‘tick/tick engine box’ needs to be ticked to enable the ‘Auto-OFF-ON’ Function.

    Thanks
    GraHal

    11/29/2016 at 10:01 AM #17453
    Nicolas

    Even if the “tick/tick engine” check box is ticked, it will not operate in optimisation. You’ll get a new column in the optimisation result window, named “Tick mode” that give you how many times a so-called “0 bar” problem occurred in backtests (screenshot attached).

    That way, you are able to re-test the strategy (if it is needed), without optimisation, with the tick/tick checkbox checked to get the real tick-backtest result.

    1 user thanked author for this post.
    avatar GraHal
    12/02/2016 at 8:30 PM #17738
    Eric
    tapsomepips wrote:

    From IG Live Chat ‘Our IT developers have not given us an exact timeframe for the introduction of PRT V10.3 through IG… They have only said that this should be completed next year within the first quarter’

    Hope you are right..

    http://www.andlil.com/forum/prorealtime-10-3-beta-disponible-pour-tout-le-monde-t14657.html

     

    12/02/2016 at 8:36 PM #17739
    Nicolas

    It will surely be available first for PRT_CFD, and later for IG customers.

    Since yesterday, the new version is available for PRT_Trading users (Interactive Broker white label)

    12/07/2016 at 5:00 PM #17948
    Kenneth Kvistad

    Mybe a stupid question but when in live trading does the prt automated system buy or sell inside a candel? Is it when trigger is acrivated fron lets say a rsi 80 or is it when the rsi 80 becomea 81 or 79 if the triggerpoint is 80?

    I whant it to buy long/short when i get my trigger witsh is cross over stochastic rsi u made for me Nicolas, wilk this be trigger when new candelstic accure after cross over or when it happens?

    I have a strong belif in tick mode backtest, everybody should be so excited but still I quit dont understand if its that easy or simple.

    Lets say henkei ashi candel green buy and red sell and short ect shoud be technicaly a gold mine??

     

    12/07/2016 at 5:21 PM #17951
    GraHal

    In Live Trading … Buy or Sell inside a candle does not occur unless the trigger is a price level (n x points or + – % for a Target / Stop Loss / Trailing etc).

    If the Trigger is an indicator etc then the candle for your selected time period has to complete then the PRT engine computes the indicator level and apply your trigger levels to then go Long / Short / No Trade at the open of the next candle

    I stand to be corrected by the Master! 🙂

    12/07/2016 at 6:34 PM #17969
    Nicolas

    Grahal is right (did you get my email?). Until we do not have multitimeframe support, the way of how proorder read and manage the code remain the same,  understand ‘once per bar’.

    12/07/2016 at 9:51 PM #17974
    Kenneth Kvistad

    Does this mean that trailingstop,targets ect. Can not move/activate before a candel is closed/new candel one opens?

    If so I dont understand the tick by tick modes perpose, since every change can only accure after a candel.??

    Sorry for all the questions everyone.

    12/08/2016 at 10:12 AM #17988
    Nicolas

    Yes the tick/tick mode only make the backtest more accurate. Before this new feature, we never known what price levels were met first inside the bar: the stoploss or the takeprofit? Now, each candlestick of inferior timeframe are tested to know precisely what would have really occurred in a real live trading.

    12/08/2016 at 11:26 AM #18051
    Kenneth Kvistad

    Is it possible to send automated strategies here somewere at the forum were people can backtest in tickmode for someone like me?

    I cant seem to find enithing like that here. it would be great to.open a tread here for something like that?

    12/08/2016 at 11:33 AM #18053
    Nicolas

    You can attach your codes here and I’ll give them review with the tick/tick backtest mode. Of course, I don’t have all live feeds for all instruments and Futures ones are not CFDs ones, so results may be surely slightly different!

    12/08/2016 at 2:08 PM #18061
    Kenneth Kvistad

    Okay great:)

    I will post 2 diffrent strategies here tonight so you and other with 10.3 version can check out.

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