Backtest limitations

Viewing 1 post (of 1 total)
  • Author
    Posts
  • #67954 quote
    RonnyRonny
    Participant
    Veteran

    I’m having a hard time figuring out the limitations of backtesting with PRT.

    In this strategy, https://www.prorealcode.com/prorealtime-trading-strategies/forex-bounce-code/, a comment from Wilko mentions some shortcomings to the backtest. And it’s not hard, looking at the results that this is the case. I can see that all of the 0-bar, 1-bar and 2-bar trades are profitable. Even with the tick-by-tick. To have a reasonable result, do we need to stay away from limit and stop orders?

Viewing 1 post (of 1 total)
  • You must be logged in to reply to this topic.
ProRealAI ProRealAI 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

Backtest limitations


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Ronny @ronny_solversen Participant
Summary

This topic contains 1 voice and has 0 replies.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/10/2018
Status: Active
Attachments: No files
ProRealCode ProRealCode
Loading...