Backtests No Longer Work

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  • 05/04/2026 at 7:50 PM #260806 quote
    Bard
    Participant
    Master

    Hi, its been some years since the auto systems I had running have been launched, but what I am finding is that once working systems are now producing no positions.

    Can anyone figure out what I need to do to get them working? Here is one that isn’t running:


    Cheers!



    IndexBond-Std-Dev-Strategy.itf
    05/05/2026 at 7:58 AM #260812 quote
    GraHal
    Participant
    Master

    I changed as below and the Algo you posted springs into life (from dead / no trades) and takes trades on US30 Index.

    I then GRAPH sizebuy and it shows as 0?


    BUY at Market //sizebuy SHARES AT MARKET
    Nicolas and Iván González thanked this post
    06/11/2026 at 1:40 PM #261879 quote
    Bard
    Participant
    Master

    Thanks @GraHal!

    It’s odd because “sizebuy” was a legit parameter that triggered trades previously, but now it doesn’t? Does anyone know why?


    sizebuy = ROUND((capital *perccap /100)/ margin)

    Cheers

    06/11/2026 at 4:04 PM #261880 quote
    Nicolas
    Keymaster
    Legend

    Because since 2 years or so, ROUND accept a second parameter to how many decimals you want to round. If there is none, then 0.2 is rounded to 0 and therefore no trade!

    It works if you round your contract size to just 1 decimal: 

    sizebuy = round((capital *perccap /100)/ margin,1)
    robertogozzi and GraHal thanked this post
    06/12/2026 at 12:01 AM #261895 quote
    PeterSt
    Participant
    Master

    Backwards Compatibility.

    A phenomenon unknown to PRT.


    One of the worst exhibits of PRT.

    Don’t ask me for examples, but I ran into many examples throughout time. It is incomprehensible that any software developer allows for this.


    Something else : A Round command without parameters for the number of decimals to round down to, makes no sense to me in the first place. So if this really has been the case – so be it. But if so … come one. This can’t be serious …

    06/12/2026 at 8:04 AM #261898 quote
    Nicolas
    Keymaster
    Legend

    FLOOR

    FLOOR

    and

    CEIL

    CEIL

    instructions have been added at the same time.

    For reference: https://www.prorealcode.com/documentation/round/

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Backtests No Longer Work


ProOrder: Automated Strategies & Backtesting

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Bard @brad Participant
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This topic contains 5 replies,
has 4 voices, and was last updated by Nicolas
1 week ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/04/2026
Status: Active
Attachments: 1 files
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