backtesting several systems

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  • #72749 quote
    pableitor
    Participant
    Master

    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

    #72754 quote
    Despair
    Blocked
    Master

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

    pableitor thanked this post
    #73038 quote
    Domenec
    Participant
    Average

    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

    //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

    Screenshot-2018-06-12-23.23.59.png Screenshot-2018-06-12-23.23.59.png
    #73040 quote
    Vonasi
    Moderator
    Master

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

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

    #73071 quote
    pableitor
    Participant
    Master

    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 !

    #73074 quote
    Vonasi
    Moderator
    Master

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

    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!

    pableitor thanked this post
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backtesting several systems


ProOrder: Automated Strategies & Backtesting

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pableitor @pableitor Participant
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This topic contains 5 replies,
has 4 voices, and was last updated by Vonasi
7 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/10/2018
Status: Active
Attachments: 1 files
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