Hello, and thank you very much for your kind comments and for the thoughtful nature of your questions!
Regarding your first point, concerning the product used for each asset, it is important to note that the data provided by ProRealQuant consists strictly of price data, as the system cannot determine whether you are trading CFDs, futures or shares via your broker. Although the list of instruments allows you to identify the general market, such as the DAX, EUR/USD or Gold, as well as the appropriate timeframe, the way in which you actually execute the trading order in ProRealTime depends entirely on your own professional judgement. The generated ProBuilder code actually works independently of the product type, provided simply that the instrument you load into PRT corresponds to the market on which the strategy was originally developed. In practice, the majority of community members use this type of code for CFDs via IG, but there is nothing to stop you from applying it to a future, if your broker and PRT configuration allow it.
As for timeframes, you are quite right to point out that the current selection is still limited, and please be aware that adding more timeframes is an integral part of our roadmap. For your information and to help us refine our development, could you tell us which timeframes you would find most useful? For example, 15-minute, 4-hour, or perhaps a weekly timeframe? Knowing exactly what the community needs helps us greatly in prioritising the addition of new features.
Finally, regarding your third point, and the quest for ‘the most profitable strategy’, this is actually an extremely important question, and the answer is far more complex than it might seem. The most profitable strategy on paper is rarely the one that will actually be right for you as a trader, and this is not a limitation of the tool, but rather a fundamental truth of trading. Profitability measured solely in absolute terms of P&L tells you absolutely nothing about how you will feel when that strategy hits a 30% drawdown on a Tuesday morning, whether you will have the discipline to keep trading when the code loses ten consecutive orders, or whether the time you devote to the market exposes you to an overnight risk you hadn’t anticipated. A strategy with a lower total profit, but which has a smoother equity curve, a low drawdown, a consistent trading frequency and short holding periods, could be far better for your actual trading life than a strategy with a higher figure on the P&L line. It is precisely for this reason that the filters in ProRealQuant cover a multitude of different dimensions: the Sharpe ratio, the Ulcer Index, Stability, Time spent in the market, or even the Monte Carlo score. No single indicator can capture the entirety of this process. The plain truth is that the tool can narrow down thousands of candidates to a shortlist of statistically interesting results, but the final selection requires you to look as much within yourselves as at the figures.
What level of drawdown can you genuinely sustain without doubting the system, and what time spent in the market is acceptable given your risk tolerance? Are you comfortable with intraday entry orders, or do you prefer an end-of-day approach? These questions are entirely for you to resolve, and the filters are there to help you translate these considerations into concrete trading constraints. The tool does the heavy technical lifting, but the trader must always put in their own effort 😉
Feel free to ask any other question, I’m glad people are using the tool and I can improve it if they want to!
