I think probably it is already asked but i would to underline the importance to have a “Pause” button for the automated trading. Other platform have several tools to help in the news management. I think that a “Pause” button would be ye minimum to allow traders to stop temporarly their robots when news occurs.
Thank you
Hi Everyone,
When using ‘print’ would be cool to either have more columns available with an improved sort (aka print in the order in which it’s read (top-down)) and maybe the possibility of ‘locking’ highlighted prints together. What I mean this by is, when you highlight a row the corresponding row across other prints are also highlighted so long as it’s the same instrument / TF.
I’ve found printing to cli useful while working through close/open scenarios. An improved way of highlighting and sorting would help when going granular initially (for debugging), until you’re happy to ‘bundle’ them and move on.
Would love to be able to make custom sorting criterias for backtesting.
Sometimes i would like to sort by median gain and sometimes have ideas for things i whant to test..
Also if i can take in signals from other markets/systems. Aka if system A is onmarket (=1) then system B can use that in what ever way.. Maybe in the same way just add a function called StratergysignalOut?
Then other systems can use any market or system. With StratergysignalIn[stratergy sorce], or something along those lines…
Hi,
I really want PRT to become a multi broker “connectable” platform like Quantower, Atas, NT/tradovate, aso… Margins on AMP, Tradovate, Stage5 really are a game changer.
I hope it is in the roadmap.
Not sure if anyone reads this but these features would be nice:
– In addition to spread, it would be very helptful to be able to include overnight fee´s. With the option to choose amount of fee per night, as that is changing, or have it automatically take it from IG.
– In the ProOrder window it would be awesome to have columns for 3 months gain, 6 months gain and YTD gain. Could be even more data there, like sharpe etc as well. Ability to change position size, etc.
Hi all,
I have been trying to search the forum (in English), and I’m surprised by how few requests are made to add the possibility of setting the optimisation criteria to “Median Gain” or “TrimMean Gain”, considering how much effort is spent on testing the robustness of a strategy or in avoiding overfitting during backtesting.
In my simple view (left tail of distribution), looking at the median gain or the trimmean (average without outliers) would be the simplest/fastest check to see if a strategy is overfitting on the data.
Sure, we could export the closed position list of each backtest result to Excel and calculate the median/trimmean there, but that defeats the purpose of the backtest itself, I think.
So I would like to propose the addition of “Median Gain” or “TrimMean Gain” as optimisation criteria in the backtest interface.
Another suggestion would be to be able to run locally on the PC the MonteCarlo analysis on the selected backtest results, similar to what ProRealQuant does in the web interface.
Good ideas, but to stand any chance of being considered you need to submit your Suggestions for Improvement direct to PRT.
Use the link to PRT below and include a link to your post which is ( https://www.prorealcode.com/topic/centralization-of-queries-and-suggestions-on-prorealtime/page/25/#post-259493).
Contact – ProRealTime
Click the 5th box down on the link above …’Give us Feedback’.
For the Montecarlo analysis you need to have all the result of test and PRT actually doesn’t release them, at the moment you can have only a selection of the best results. I asked many times to have all but the answer is always the same: NO.
