Backtest PRT bouncing problem. What is it and is it still a problem?

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    robdav
    Participant
    Veteran

    I’ve seen a few references to the ‘PRT bouncing problem’ and I’m keen to understand two things.

    1. What exactly is the problem?
    2. Is it still a problem or has it been resolved as some of the posts that mention it are quite old.
      Many thanks

    Robert

    #22863 quote
    GraHal
    Participant
    Master

    Hi Robert

    The bouncing issue is more commonly referred to as zerobars / zero bars / 0 bars and ‘tick-tick mode backtesting’ in PRT Version 10.3 ‘helps’ to give more accurate results.  Zerobars is a fairly complex topic to explain, watch the video and read the thread (links below). If you then ask any questions you may still have on the thread below then this will enhance the thread below as a central source for all the Community.

    https://www.youtube.com/watch?v=zrWcgzXNwJA

    https://www.prorealcode.com/topic/tick-by-tick-backtest-mode-available-in-beta-10-3/

    Cheers
    GraHal

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Backtest PRT bouncing problem. What is it and is it still a problem?


ProOrder: Automated Strategies & Backtesting

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robdav @robdav Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by GraHal
9 years, 1 month ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/28/2017
Status: Active
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