Services & Features

ProRealAI New Your coding copilot for ProRealTime™. From idea to ProBuilder code in seconds.

Library Free Free indicators, strategies, screeners & more

Marketplace Paid Premium paid tools for ProRealTime™

Forums Discuss, share, learn.

Groups Connect with traders

Snippets Hundreds of reusable trading codes & tools

ProRealQuant Strategies generator for ProRealTime™

Attentions les Backtests PRT sont surévalués !

zilliq · 2016-03-27T15:42:43+00:00

Bonjour à tous, Petite reflexion du dimanche, Nicolas en a parlé, a priori sur le forum anglais, mais je trouvais intéressant de développer et préciser l’un des gros problèmes de Backtest sur PRT (en plus de l’absence de Walk Forward, de notions importantes MAE/MFE sur lesquelles je reviendrai à l’occasion) En effet, de manière générale, les backtests sont beaucoup trop généreux avec PRT et donc malheureusement peu exploitable et je le déplore En effet, prenons un exemple simple, une stratégie basique avec un spread de 1 sur le DAX ET SURTOUT un Stoploss de 1 point et un TP de 25 (peu importe) (Pour le test) En pièce jointe, on voit que sur le backtest les résultats sont fabuleux = près de 82 % de positions gagnantes ! 30 % de gains en 2 jours environ ! Whaou ! Mais car souvent il y a un MAIS quand c’est trop beau, quand on regarde un trade en détail parmi tant d’autres on voit que le Backtest PRT prend systématiquement en compte le Take profit, ici de 3 (va savoir pourquoi pas la totalité), et pas en compte le Stop loss de 1 qui aurait donc peut être été touché (tout dépend si c’est le SL ou le TP qui a été touché en premier) Et par conséquent à ne prendre en compte que les TP avant les SL les résultats sont beaucopup trop généreux et inexploitable. Alors ATTENTION quand vous faites des backtests Il est vraiment urgent que cette correction fasse partie de la prochaine version de PRT, voire même avant !, en plus des nombreuses améliorations espérées La correction ne doit bien évidemment pas prendre en compte le SL AVANT le TP car on va avoir des résultats erronés vers le bas Ce qu’il faut c’est backtester dans une unité de temps inférieure en parallèle par ex le 10 s pour le 1 mn comme ici et ainsi voir qui a été touché en premier, le SL ou le TP En espérant avoir été suffisamment clair et en espérant une correction urgente Bon week-end Pascal Zilliq __________________________________ Coding is not a crime 😉 http://www.zilliqtradingresearch.fr/ __________________________________

ProRealTime Forum
Forum ProRealTime Français
ProOrder : Trading Automatique & Backtests
Attentions les Backtests PRT sont surévalués !

Viewing 16 post (of 16 total)

← 1 2

Author

Posts
06/03/2020 at 1:12 PM #134395 quote

NA
Participant

Average

bonjour, monsieur nicolas, je vois qu’ici on parle de la différence entre les backtests et les comptes reels … imginons 5 stratégies différentes avec réinvestissements des gains et un peu de levier, réparties sur le nasdaq, cac, dax, euro/USD, bitcoin qui en backtests et en solidité donne sur le papier sur 200000 bougies d’historique 40 % de gains brut par an, les une pouvant compenser les autres ….

Lors du passage en compte réel, IG CFD, avec 10KE de cash placés sur chacune d’elles, soit 50 K au total, pouvons nous raisonnablement espérer si on laisse le K envesti pendant 5 ans avoir en réel 40% en plus tous les ans ??… Quelle est votre expérience personnelle à ce sujet ? NA
Author

Posts

Viewing 16 post (of 16 total)

← 1 2

You must be logged in to reply to this topic.

Sujets similaires

Bollinger Bands Stochastic RSI Extreme Signal, Conversion code MT4 vers PRT

Codage multiples ordres target/profit sur Prt V12

Comment debugger un programme PRT ?

Conversion d'un code pour PRT

Conversion de l'indicateur "Ichimoku Oscillator" pour PRT

Conversion de l'indicateur "Machine Learning Adaptative" pour PRT

Conversion d’un code pour PRT Dynamic Support/Resistance Zones

Conversion indicateur Boxes Trail v1 de TV a PRT

Conversion indicateur mq4 vers PRT

New

Stuck on this ProBuilder code?

Describe what this topic is trying to build, in plain English, and ProRealAI writes the ProRealTime™ indicator, screener or system for you.

Available in 7 languages

Try ProRealAI

Attentions les Backtests PRT sont surévalués !

ProOrder : Trading Automatique & Backtests

New Reply

Author

zilliq @zilliq Participant

Summary

This topic contains 15 replies,
has 5 voices, and was last updated by NA
6 years, 4 months ago.

Topic Details

Forum:	ProOrder : Trading Automatique & Backtests
Language:	French
Started:	03/27/2016
Status:	Active
Attachments:	6 files

Your ProRealCode Account

Or with Username or Email

I accept the Terms & Conditions

Remember me Forgot Password?

Not a Member yet? Sign up

About personal data collected

The information collected on this form is stored in a computer file by ProRealCode to create and access your ProRealCode profile. This data is kept in a secure database for the duration of the member's membership. They will be kept as long as you use our services and will be automatically deleted after 3 years of inactivity. Your personal data is used to create your private profile on ProRealCode. This data is maintained by SAS ProRealCode, 407 rue Freycinet, 59151 Arleux, France. If you subscribe to our newsletters, your email address is provided to our service provider "MailChimp" located in the United States, with whom we have signed a confidentiality agreement. This company is also compliant with the EU/Swiss Privacy Shield, and the GDPR. For any request for correction or deletion concerning your data, you can directly contact the ProRealCode team by email at privacy@prorealcode.com If you would like to lodge a complaint regarding the use of your personal data, you can contact your data protection supervisory authority.

Get Assistance

Assistance Type

Your Need

Proposed Solutions

Choose Assistance Type

Your choice will define the different steps of the wizard. If your demand is not listed, please contact us directly. Contact Page.

Public Assistance Your demand will be public and visible to all users. Or you might find the answer in our content.

Private Assistance Your demand will be private and visible only to you and the ProRealTime™ team (may include fees)

Your Need

Make a choice to define the next steps of the wizard.

I need programming help For all assistance about coding with ProRealTime™ I want to use available codes on my platform Quickly download and directly use codes on your platform
from trading strategies to indicators and screeners! I'd like to know more about trading For all assistance about trading with ProRealTime™ I want information about ProRealTime For all assistance about ProRealTime™

I need assistance with my ProRealTime account For all assistance about your ProRealTime account I need a programmer to help me code my idea (paid service) For all assistance about coding with ProRealTime™

Programming Help

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

ProRealAI New Describe your idea in plain English and get ready-to-paste ProBuilder code in seconds.

Forums Ask your question in the forums and get help from the community.

Documentation Find all the documentation about the ProRealTime™ programming language.

Snippets Find code snippets available and shared by the community.

Learning Learn the ProRealTime™ programming language with our online courses.

Codes Library Find thousands of code examples available in the ProRealTime™ library.

Download Codes

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

Library Find thousands of free codes examples available in the ProRealTime™ library.

ProRealCode Marketplace Hundreds of automated trading strategies, indicators and more proposed by professionals and the community.

Trading Help

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

Learning Find courses about trading in our online learning content.

Groups Join trading groups and get help from the community.

Videos Find videos about trading in our online learning content.

Tutorials Find tutorials about trading in our online learning content.

ProRealTime Information

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

ProRealTime™ Official Visit the official ProRealTime website for all information about the platform.

ProRealTime™ Help Page Visit the official ProRealTime help page for any help about the platform.

Account Assistance

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

ProRealTime Contact Page A team of financial experts, engineers, and customer support representatives at your service!

Paid Programming Help

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

The ProRealCode Programming Services Get your own custom-made indicators, strategies, and more for ProRealTime™.
We can also help you with your own code.
Since 2015, we have been helping thousands of traders and developers with their ProRealTime™ projects!

Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)

About
Contact
Terms & Conditions
Privacy Policy
Moderation Rules

Attentions les Backtests PRT sont surévalués !

Stuck on this ProBuilder code?

Attentions les Backtests PRT sont surévalués ! ProOrder : Trading Automatique & Backtests

Author

Summary

Topic Details

Attentions les Backtests PRT sont surévalués !

ProOrder : Trading Automatique & Backtests