backtesting several systems

• 06/10/2018 at 9:47 AM #72749
  pableitor

  I am testing a couple of strategies on multiple instruments at the same time and I would like to get the combined results of these backtests in just one chart. Is that possible in PRT ?

  Thanks

  

  pableitor

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  06/10/2018 at 10:27 AM #72754
  Despair

  You will have to copy the results to Excel to accomplish that.

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  pableitor

  

  Despair

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  06/12/2018 at 10:25 PM #73038
  Domenec

  Hola Pableitor necesito de tus amplios conocimientos de nuevo  he intentado adaptar el codigo de Nicolas con las velas heikinashi  para que me diera la informacion de diferentes frametimes de el adx  sin embargo creo que he liado algo porque me da la info en histograma pero de el grafico en curso

  Sabes si es posible obtener la info del adx de diversos frametimes como si que podeis hacer con las velas heikin  te cuelgo aqui lo que he hecho yo a ver que le ves jajaajaja

  adx en diversos framtimes

  //PRC_Heikin Ashi higher TF | indicator //22.02.2018 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //https://www.prorealcode.com/topic/heikin-ashi-4-hours-in-a-1-minute-timeframe/ // --- settings // --- end of settings defparam calculateonlastbars=10000 //increase this number to get more history Timeframeadx = 4 //higher TF number (only hours) once NbBar = 1 MyDay=openday dayminutes = 1440*(MyDay-MyDay[1]) MyHour=openhour hourminutes = 60*(MyHour-MyHour[1]) MyMin=openminute barminutes = MyMin - MyMin[1] + hourminutes + dayminutes barminutes=abs(barminutes) Mybarminutes = lowest[max(1,NbBar)](barminutes)[1] //check hours hourcheck=0 i=0 if MyBarMinutes>=59 then hourtest=openhour go=1 else hourtest=hour go=0 endif if minute=MyBarminutes or go then while i<1440 do if(hourtest=i) then hourcheck=1 break endif i=i+Timeframeadx wend endif if hourcheck then opentf=open hightf=0 lowtf=close*100 aadx=adx[14] drawvline(barindex)coloured(100,100,100) //drawtext("#haopen#",barindex,1.1) endif hightf = max(hightf,high) lowtf= min(lowtf,low) aadx=adx[14] opentf=opentf r=0 g=0 b=140 if aadx<aadx[1] then r=200 g=0 b=200 endif if aadx>aadx[1] and aadx[1]<aadx[2] then signal=0.1 elsif aadx<aadx[1] and aadx[1]>aadx[2] then signal=-0.1 else signal=0 endif return 1 coloured (r,g,b) style(histogram) as "HeikinAshi higherTF color", signal style(histogram) as "HeikinAshi higherTF change"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72

  //PRC_Heikin Ashi higher TF | indicator //22.02.2018 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //https://www.prorealcode.com/topic/heikin-ashi-4-hours-in-a-1-minute-timeframe/ // --- settings   // --- end of settings defparam calculateonlastbars=10000 //increase this number to get more history Timeframeadx = 4 //higher TF number (only hours) once NbBar = 1 MyDay=openday dayminutes = 1440*(MyDay-MyDay[1]) MyHour=openhour hourminutes = 60*(MyHour-MyHour[1]) MyMin=openminute barminutes = MyMin - MyMin[1] + hourminutes + dayminutes barminutes=abs(barminutes) Mybarminutes = lowest[max(1,NbBar)](barminutes)[1] //check hours hourcheck=0 i=0 if MyBarMinutes>=59 then hourtest=openhour go=1 else hourtest=hour go=0 endif if minute=MyBarminutes or go then while i<1440 do if(hourtest=i) then hourcheck=1 break endif i=i+Timeframeadx wend endif if hourcheck then opentf=open hightf=0 lowtf=close*100 aadx=adx[14] drawvline(barindex)coloured(100,100,100) //drawtext("#haopen#",barindex,1.1) endif hightf = max(hightf,high) lowtf= min(lowtf,low) aadx=adx[14] opentf=opentf r=0 g=0 b=140 if aadx<aadx[1] then r=200 g=0 b=200 endif if aadx>aadx[1] and aadx[1]<aadx[2] then signal=0.1 elsif aadx<aadx[1] and aadx[1]>aadx[2] then signal=-0.1 else signal=0 endif return 1 coloured (r,g,b) style(histogram) as "HeikinAshi higherTF color", signal style(histogram) as "HeikinAshi higherTF change"

  Como puedes comprovar dibujar dibuja bien solo que cada vez que cambio  el frametime el dibujo del indicador tambien cambia al nuevo frametime o sea no es el de h1 o h4  que se queda con la info aunque yo cambie de grafico

   

  

  Domenec

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  06/12/2018 at 10:33 PM #73040
  Vonasi

  Domenec – English only in the English speaking forum please. 🙂

  Inglés solo en el foro de habla inglesa por favor. 🙂

  

  Vonasi

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  06/13/2018 at 11:05 AM #73071
  pableitor

  thanks Despair, I did it like you said and its OK for just a few tests but for more than 10 strategies its a PIA ! Hope somebody from Prorealcode reads this thread and include this feature in the next release !

  

  pableitor

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  06/13/2018 at 11:21 AM #73074
  Vonasi

  pableitor – Please post a suggestion for anything you want in this forum:

  https://www.prorealcode.com/topic/centralization-of-queries-and-suggestions-on-prorealtime/

  It is hopefully monitored by PRT and the more people that suggest something the more likely it is to be improved or added….. eventually!

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  pableitor

  

  Vonasi

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