I would like to know if the platform has been implemented with arrays

Grazie

Thank you

Hi Ruark (@Robo Futures Trader), I’ve tried this manually using Python:

1. backtest strategy over different historical samples (e.g. 4hr strategy, monthly samples, over 5 yrs)
2. for each sample, optimise variables to find best gain (or other parameter, I personally like gain / drawdown)
3. save optimum variables for each sample, together with some ‘average characteristic’ parameters to identify market conditions (trend strength, volatility etc)
4. take results from python and then manually (Excel) plot optimum vars Vs ‘average characteristic’ parameters to look for trends
5. curve-fit a function for each variable, for example, var1 = function of (macdline, or adx) could be a simple linear function, y = mx + c
6. code the functions into the strategy to optimal adjust parameters based on market conditions

For the single strategy/example I tried, it seems to work and creates what appears to be an adaptive and more robust strategy… but to be honest it’s so much manual work that I gave up (day job, family, not enough time).

The next step in this journey was going to be using python to do the curve fitting automatically (steps 4,5 above) to identify best functions. As an engineer, this parameter curve-fitting process feels like a good direction to move in. I think the benefit could be a simpler strategy that it adapts to future changes in the market.

It would be great (@Nicolas ?) if PRT could do steps 1,2,3 above during a walkforward analysis. That would save a lot of time. Even better of PRT could do the whole process (1-6) 🙂

Also, it would be great if someone else has already worked out how to self-optimise in PRT.

Perhaps I’m going down the wrong track but I’ve not managed to develop a robust code using walkforward and most of my short-time-frame strategies are over-fitted. Basic daily strats are ok.  BTW, I could really use a tutorial/lesson on how to develop a robust code using walkforward and then also how to actually manage the process during live running. Can you make a youtube video with the basics?

thanks all and hope to continue this discussion!

Insert at line 4: once $upvol[0]=0, once $dnvol[0]=0 to reinstate previous behaviour

Apologies if this has been asked already but I have been unable to find it, if it has.

Is there the ability to sort the contents of an array yet?

Thanks

Rob

Hi,

Is it possible to initialize an array with only one line?

Let’s take this example :

$period[1] = 10
$period[2] = 20
$period[3] = 50
$period[4] = 100
$period[5] = 200

Could it be replaced by

$period = [10, 20, 50, 100, 200]

or something similar?

In my actual example, I have a llllooooonnnnnngggg list of values to initialize the array with.

Thanks in advance,

Nicolas