Yearly and monthly returns backtest indicator (for ProBacktest)

Yearly and monthly returns backtest indicator (for ProBacktest)

This “indicator” can be added to the end of any strategy’s code to show yearly and monthly returns.

This is a nice way to quickly see your strategy’s performance over time with regards to profitability; good/bad months/years.

At the moment (v10.2) PRT backtest statistics do not provide this information.

Would appreciate some comments and suggestions for improvements.

Stef

 

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No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

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