PRT Premium backtests not working with stop

Viewing 8 posts - 16 through 23 (of 23 total)
1 2
  • Author
    Posts
  • 06/04/2020 at 8:15 AM #134517 quote
    GraHal
    Participant
    Master
    GraHal wrote:

    But then it’s not broker x and broker y data anyway … it’s IG PRT and PRT Premium  … both running on broker x data??

    I’ll correct myself … it was IG PRT running on IG data and PRT Premium running on Direct to Exchange data?

    06/04/2020 at 8:37 AM #134523 quote
    GraHal
    Participant
    Master
    Robo Futures Trader wrote:

    I have had a look and the spot in PRT Premium and IG are two different products

    Would have been more useful if both sets of data were for same period. As it is, the IG data goes back to early Feb 20 and the Spot data goes back to early Nov 19.

    Also would have been interesting to see the difference in values for volume, as it is, volume is on the Spot data only.

    If anybody does a  comparison again, it be most useful if both charts were set up the same.

    06/04/2020 at 8:51 AM #134525 quote
    GraHal
    Participant
    Master
    Robo Futures Trader wrote:

    and using stochastics as an example the indicators that are used for triggers are therefore different when calculated

    Even allowing for the date scale on the Spot data being more squashed (due to longer period shown) it’s significant that …

    IG Data – Stochastic flattens on 4 Mar 20 and crosses on 20 Mar 20.

    Spot Data – Stochastic flattens on 20 Mar 20 and crosses on 30 Mar 20.

    06/04/2020 at 10:07 AM #134529 quote
    GraHal
    Participant
    Master
    Robo Futures Trader wrote:

    PRT Premium data gaps a lot

    The gaps in the Spot data will be when the Spot market opens and takes account of the out of  market hours price movements.

    Was the bot you used on both data sets 24 hour working?

    The only correct way to do a meaningful comparison would be with a market hours only working bot because the Spot data is only available during market hours.

    06/06/2020 at 3:42 PM #134870 quote
    deletedaccount100622
    Participant
    New

    Yes that was the case

    06/06/2020 at 3:50 PM #134871 quote
    deletedaccount100622
    Participant
    New

    This one is European market hours only with 100k bars for the same time periods

    Its uses RSI Divergences, as you can see its not close, IG PRT data on the left PRT premium on the right

    pegusgs-100k.png pegusgs-100k.png
    06/06/2020 at 5:15 PM #134887 quote
    Francesco
    Participant
    Veteran

    The question is: does the demo/live forward looks like the ig backtest or the v11 backtest?

    Personally, my live trades always looks like the backtests with IG, so i’m doubtful about v11 one.

    06/07/2020 at 3:11 PM #135043 quote
    GraHal
    Participant
    Master
    Robo Futures Trader wrote:

    his one is European market hours only

    But the Instrument you tested on is US Tech 100 and so the test needed to be undertaken when the US market is open in order to have full Spot market hours data while at the same time having comparable IG data?

  • Author
    Posts
Viewing 8 posts - 16 through 23 (of 23 total)
1 2
  • You must be logged in to reply to this topic.

PRT Premium backtests not working with stop


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
deletedaccount100622 @deletedaccount100622 Participant
Summary

This topic contains 22 replies,
has 4 voices, and was last updated by GraHal
5 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/01/2020
Status: Active
Attachments: 7 files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™