Backtest stops

Viewing 6 posts - 1 through 6 (of 6 total)
  • Author
    Posts
  • 03/08/2017 at 8:02 PM #27829 quote
    Elsborgtrading
    Participant
    Veteran

    Hi traders.

    This might have a simple solution, yet I haven’t figured out why?

    Sometimes when I back test a strategy- it stops, perhaps due to a great loss in equity? Is this something I can change- or why does it stop?

    The strategy started with 2000 Euro- running from 1991 to 1999 and then stopped.

    Cheers Kasper

    Screenshot_8.jpg Screenshot_8.jpg Screenshot_9.jpg Screenshot_9.jpg
    03/08/2017 at 9:01 PM #27853 quote
    Eric
    Participant
    Master

    just do as the centralbanks

    add some extra zeros in initial capital > modify backtest on top

    03/09/2017 at 2:11 PM #27948 quote
    Elsborgtrading
    Participant
    Veteran

    Hi Eric, yes that could solve the problem, however it does not explain why it stops.

    Iis it because of loosing more that x% of equity in x numbers of trades? is it a changable parameter?

    I want to know:-)

    Cheers Kasper

    03/11/2017 at 1:27 PM #28263 quote
    Elsborgtrading
    Participant
    Veteran

    Bump..,Anyone?

    03/15/2017 at 9:51 PM #28710 quote
    Derek
    Participant
    Veteran

    The backtest will stop if the available capital is no longer sufficient to cover losses (“estimated” capital is negative).

    But since PRT does not update the capital automatically after the system is started the backtest stops at every loss that exceeds your starting capital. There is a PRT improvement request here: https://www.prorealcode.com/topic/centralization-of-queries-and-suggestions-on-prorealtime/page/2/#post-26075

    The way it is at the moment does make sense though, since you don’t want to start a system losing all your capital.

    03/16/2017 at 12:51 AM #28725 quote
    Elsborgtrading
    Participant
    Veteran

    Hi Derek, and thank for your reply. In my case I started with 20k euro, and as you can see on the screendump it stopped on somewhat 408k Euro, so it doesn’t really makes sense. However if the %DD has become greater than- lets say 10% I could imagine if it would stop. I’d just would like it to be adjustable so I can run the backtest all the way.

    Edit: after reading the link I can see my suspicion is somehow correct. It calculate the %DD

    Cheers Kasper

  • Author
    Posts
Viewing 6 posts - 1 through 6 (of 6 total)
  • You must be logged in to reply to this topic.

Backtest stops


Platform Support: Charts, Data & Broker Setup

New Reply
Author
author-avatar
Elsborgtrading @elsborgtrading Participant
Summary

This topic contains 5 replies,
has 3 voices, and was last updated by Elsborgtrading
8 years, 11 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 03/08/2017
Status: Active
Attachments: No files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™