I cannot get Backtest running

Hernan Mancasola · 2020-03-11T13:48:00+00:00

Hello team, I’m trying my first backtest on prorealtime 11 but for any reason I cannot get it running. This is the simplest code I tried. timeframe(weekly) MM30=VolumeAdjustedAverage[30](close) condc=close>MM30 IF condc THEN BUY 1 SHARES AT MARKET ENDIF but even so, when I click on “Validate” I got the message I attach. I sent the information to Prorealtime but I didn’t get an answer yet. I’ve tried with different conf but nothing changed. I will really appreciate your collaboration. Thanks in advance, Hernan

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03/11/2020 at 2:48 PM #121827 quote

Hernan Mancasola
Participant

New

Hello team,

I’m trying my first backtest on prorealtime 11 but for any reason I cannot get it running.

This is the simplest code I tried.

timeframe(weekly)

MM30=VolumeAdjustedAverage[30](close)
condc=close>MM30

IF condc THEN
BUY 1 SHARES AT MARKET
ENDIF

but even so, when I click on “Validate” I got the message I attach.

I sent the information to Prorealtime but I didn’t get an answer yet.

I’ve tried with different conf but nothing changed.

I will really appreciate your collaboration.

Thanks in advance,

Hernan

message.png Conf.png

03/11/2020 at 2:54 PM #121830 quote

GraHal
Participant

Legend

Hernan Mancasola wrote:

I cannot get it running

It would buy 1 share and then do nothing else for ever and there is no exit condition.

What happens if you un-comment your Sell condition?

03/11/2020 at 3:03 PM #121831 quote

Hernan Mancasola
Participant

New

Thanks GraHal for your quick answer.

I also tried with sell condition but I got the same message. In fact I removed it just to make the startegie as simple as possible.

Could you test the code in your system?

Is there any special condition to use backtest? I have a free Prorealtime licence…

03/11/2020 at 3:25 PM #121832 quote
GraHal
Participant

Legend
I cannot understand the error message as it is not in English, but why don’t you try below and take it from there? Below does work I tried it.

Have you got the volumeadjustedaverage installed on your platform (I haven’t)?
```
timeframe(weekly)

MM30=Average[30](close)
condc=close>MM30

IF condc THEN
BUY 1 SHARES AT MARKET
ENDIF
```
Is there any special condition to use backtest?

No
03/11/2020 at 7:53 PM #121870 quote

Hernan Mancasola
Participant

New

I tried the strategy you posted but it doesn’t work. I also downloaded a proveed strategy from Prorealcode but did’t work neither. The message I’m getting is “There was en error during backtest [backtestname] execution. Click on Send button the send an email with technical details.” I did it but there was no answer from Prorealtime.

When I add a variable on variable section, the behavior is a bit different because in that case I got the optimization statemente screen but with no information and the same error message.

Thank for your help!

03/11/2020 at 8:38 PM #121875 quote

GraHal
Participant

Legend

Hernan Mancasola wrote:

I also downloaded a proveed strategy from Prorealcode but did’t work neither.

Post the above strategy on here and I will run it on my Platform and we’ll take it from there?

If we do above we will have a known test candidate.

03/11/2020 at 9:01 PM #121876 quote

Hernan Mancasola
Participant

New

I’ve attached the streategi I tested.

Thanks so much for your help, I really approciate it.

200308-Averages-crossing-1.itf

03/11/2020 at 11:36 PM #121883 quote
GraHal
Participant

Legend
Wow you certainly didn’t pick a straightforward System, but thanks anyway as I didn’t know that one was in the Library.

I bet you feel like you are losing it eh? Don’t worry I’ve been there many times! 🙂

Often it is due to a simple reason .. just as it is in this case! 🙂

All you need to do is insert below into the code. I’m amazed the System Author missed it out as I don’t think it is in there … even commented out?

I inserted below at Lines 115 and 116.

I’m going to bed else I would have let it run out of interest, but attached is with Opti only up to about 5% complete.
```
MAType = MAType
MATypeV2 = MATypeV2
```
Hernan.jpg
03/11/2020 at 11:45 PM #121885 quote

GraHal
Participant

Legend

Somehow I think there is more to that System than I have made it! 🙂

With 3650 lines of code and mention of machine learning … I think it’s supposed to end up at more than an optimised choice of 2 moving averages?? 🙂

But anyway I got it going for you … more tomorrow … maybe a coding wizard off here may tell us more?

Hahah it’s only been in the Library for 2 days and above is how it should work, so I haven’t goofed!

GoodNight

03/12/2020 at 3:04 AM #121889 quote
Hernan Mancasola
Participant

New
Several things to comment.
1. I just get the first trading strategy assuming it was going to work as expected but I don’t really need that one.
2. Because of 1. I started with a very basic strategy and here we are!! 🙂
3. Just in case, I did the changes you did and the behavior was a bit different. As you can see on the attachment, I got the optimization statemente with no data and got the same error.
4. You’re rigth, I’m feeling like I’m lossing this powerful tool and I really need it.
5. I export a very simple strategy (attached), maybe you can try to import it and run it and let see what happen.
6. Thanks for your time and effort.
Adding-commands.png test_strategy.itf
03/12/2020 at 8:57 AM #121895 quote

Nicolas
Keymaster

Legend

Did you try to expand the units displayed on your chart? Or backtest with a shorter period (just 2 or 3 weeks?). Are you testing with a free end-of-day account?

03/12/2020 at 9:49 AM #121908 quote

GraHal
Participant

Legend

Nicolas wrote:

Are you testing with a free end-of-day account?

I think above may be the crux of the problem Hernan Mancasola?

If above then you would not be able to use any TF less than 1 day and many Systems may not even execute a single trade on a Daily TF??

03/12/2020 at 10:39 AM #121912 quote

GraHal
Participant

Legend

Hernan Mancasola wrote:

I export a very simple strategy (attached), maybe you can try to import it and run it and let see what happen.

Please provide me with the Indicator … VolumeAdjustedAverage … else I cannot run your Test Indicator.

I cannot find the above Indicator in the Library.

03/12/2020 at 4:48 PM #121940 quote

Hernan Mancasola
Participant

New

GraHal wrote:

Nicolas wrote:

Are you testing with a free end-of-day account?

I think above may be the crux of the problem Hernan Mancasola?

If above then you would not be able to use any TF less than 1 day and many Systems may not even execute a single trade on a Daily TF??

Yes, I’m testing with a free end-of-day account. I use weekly timeframe mostly.

03/12/2020 at 4:52 PM #121942 quote

Hernan Mancasola
Participant

New

GraHal wrote:

Hernan Mancasola wrote:

I export a very simple strategy (attached), maybe you can try to import it and run it and let see what happen.

Please provide me with the Indicator … VolumeAdjustedAverage … else I cannot run your Test Indicator.

I cannot find the above Indicator in the Library.

I already changed the strategy and replacedVolumeAdjustedAverage by average (Anyway I got VolumeAdjustedAverage as an standard indicator) Attechad as V2

test_strategy-V2.itf
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