0.00 ABS Perf in backtest with cumulating positions

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07/18/2018 at 11:36 AM #76227 quote

GraHal
Participant

Master

Vonasi wrote:

It appears prorealtime have implemented a new engine for backtesting and proOrder which has not gone as anticipated,

My Demo account last update is dated 12 July 18 … is this when the ‘bad update’ was supposed to have been implemented?

What is the date of your latest updates? Please also state Live or Demo?

07/18/2018 at 11:42 AM #76228 quote

immo_vienna
Participant

Average

12.7.18 – demo

07/18/2018 at 12:48 PM #76236 quote

Vonasi
Moderator

Master

Demo on IG account.

[attachment file=76237]

Screenshot_1-9.png

07/18/2018 at 7:28 PM #76266 quote

GraHal
Participant

Master

IG stated below … so are we wasting our time doing any backtesting until the issue is sorted as how can we base any confidence on results etc??
It appears prorealtime have implemented a new engine for backtesting and proOrder which has not gone as anticipated,

07/18/2018 at 10:13 PM #76270 quote

GraHal
Participant

Master

Yeah I’m giving up for now as I’ve got 0 ABS Perf now! I’m going through all my non-running Systems and saving to Good, Bad and Mid Folders on my PC 🙂 ! I’ve just backtested a System that showed as good under Forward Test and yet now it shows in backtest as bad so no point in continuing else I’ll be filing my Good in my Bad! 🙂
O-Perf.jpg O-Perf-1.jpg

07/18/2018 at 11:07 PM #76273 quote

Vonasi
Moderator

Master

I’m not sure that it is effecting the profit/loss results as the trades win nothing and lose nothing. It is just messing up the maximum bars in a position and the average time between positions.

07/19/2018 at 8:40 AM #76286 quote

GraHal
Participant

Master

Vonasi wrote:
as the trades win nothing and lose nothing
Yeah but what if the majority of the ‘nothings’ should be wins (or losers) then it would affect the overall result and make it incorrect / Bad (or vice versa)?

07/19/2018 at 8:48 AM #76287 quote

Vonasi
Moderator

Master

GraHal wrote:
Yeah but what if the majority of the ‘nothings’ should be wins (or losers)
They are not trades at all. It opens two positions, closes two positions correctly and then closes a third for a win or loss of zero. It is like a worthless phantom trade.

07/19/2018 at 8:53 AM #76288 quote

GraHal
Participant

Master

Ah gotcha, thanks Vonasi! So my Good in Forward Test (but historical Fwd Test as I stopped it a while ago) are Bad in Backtest after all … oh well nothing new! 🙂

07/24/2018 at 1:47 PM #76611 quote

Vonasi
Moderator

Master

PRT have fixed the issue. If you are having this problem then restart your platform and it should work correctly after that.

07/25/2018 at 2:39 PM #76723 quote
Maria PRT
Moderator

Average
Hello everybody, If the problem persists (or any other new problem), please send us a console from the Help menu on the ProRealTime toolbar.
- Please assure that the window concerned by this issue is open.
- Click on “Help center”, then on “I have a technical problem”
- Choose the category “Automatic trading”
- Give the name of the code you are referring to.
- To benefit from a technical help we need you to authorize us the access to the crypted code. To give us a temporary access, please check the box “I authorize the decryption of the codes (…)”
- Give as many details as possible, explain the issue you are having in the text box and mention
- Click “Send report”
Thank you in advance ! Maria
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