Back testing results to excel

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  • #73048 quote
    ChrisNYE
    Participant
    Senior

    How do I transfer my results in the back test order list and closed positions list into excel?

    #73051 quote
    Vonasi
    Moderator
    Master

    Just click, hold, drag and drop from one window to the other.

    There is a 100 line limit in the backtest optimization window which means that getting more results than that can be a bit of a tiresome process.

    #73055 quote
    Dymjohn
    Participant
    Senior

    Have not found a 100 line limit on testing but one useful trick is to

    1. Drag the test into Word.
    2. Find and replace “currency”signs with a blank
    3. Drag resulting file into Excel.
    4. This procedure will get over the problem of numbers being in text format thus enabling analysis within Excel.
    GraHal and AlgoAlex thanked this post
    #73059 quote
    Vonasi
    Moderator
    Master

    The optimized results window will only show the top 100 results. So if you want to chart a variable in Excel from 1 to 500 then you have to do five backtests, 1 – 100, 2 – 200, 3 – 300 and so on to get all the results. This has been talked about a lot on here before – hopefully one day PRT will just let us have all the results.

    I have never needed to use your PRT to Word to Excel idea but then I just drag across and create charts for analysis and it has always liked every number without a problem.

    #73073 quote
    ChrisNYE
    Participant
    Senior

    When you say 5 or so back tests you mean to say if over 5 years back test each year individually?

    #73076 quote
    Vonasi
    Moderator
    Master

    No I mean that if you have a variable x and you want to see results with values of x from 1 to 500 then PRT will do this and then only show you the top 100 results which might be 3,15,87,234,235 etc.

    To see all 500 results you need to test 1 to 100 then 2 – 200 then 3 – 300 then 4 – 400 then 5 – 500 and drag and drop each result into excel in a column to analyse.

    #73078 quote
    ChrisNYE
    Participant
    Senior

    Ah yes i get it now

    #73260 quote
    ChrisNYE
    Participant
    Senior

    I cannot for the life of me get this to drag into word or excel. I cant even ctrl c and ctrl v the page in excel or word or try to highlight the whole thing. Nothing.

    #73270 quote
    jebus89
    Participant
    Master

    I cannot for the life of me get this to drag into word or excel. I cant even ctrl c and ctrl v the page in excel or word or try to highlight the whole thing. Nothing.

    go to detailed report, go to the view of all the trades done in the backtest

    click 1 trade

    and ctrl C and paste it into excel. u should get all the trades. Works fine for me at least

    #73282 quote
    Vonasi
    Moderator
    Master

    Hover over the results window contents and then click and hold the left mouse button and keep holding and drag it into Excel and then release the left mouse button.

    #73292 quote
    ChrisNYE
    Participant
    Senior

    Ok thank you will try

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Back testing results to excel


ProOrder: Automated Strategies & Backtesting

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ChrisNYE @chrisnye Participant
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This topic contains 10 replies,
has 4 voices, and was last updated by ChrisNYE
7 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/13/2018
Status: Active
Attachments: No files
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