There are some great suggestions on here but for me these 2 things are more important than any others:
- PRT does not have the ability for live strategies to see each other. Without this it is impossible to properly manage risk.
- As per GraHal’s post, the strategy interface is completely lacking in any sort of useable functionality. In weeks where a lot of positions have been taken I can spend hours updating my own trading log in Excel by matching the broker statement to which strategy took the position. Sounds a simple task but if you have a statement that says a position was taken on an instrument and you have multiple strategies running on that instrument you have to find the right one by scrolling through an endless list and even then it could be in the not running section if the strategy was changed part way through the period. Ideally I wouldn’t need to export the data at all if I could monitor the performance any way I chose from within PRT itself, by strategy, by market, by time period etc.
Account balance in detailed report would be good
starting with the fact that platform is very good, here are my suggestions:
Manuals complete on ProBuilder. (i.e. how to draw out of current barindex -in the future as Ichimoku does). Current ones are only starting point.
More complete drawing functions selecting options for lines, arrows, etc. as in the platform (width, colors, etc.)
how to create coloured areas?.
How to chage the scale of area by program and not manually.
Regards
It would be great to know the global position…
EG: You have 5 different auto trades running, when the global position(profit) of all 5 combined strategies = £500 then quit
About my 39th query:
Predefined colours keywords instead of RGB coloring
instead of
RETURN myvariables coloured(255,0,0) as "my variable"
I’d like to have a keyword already defined to get a red color value like this example:
RETURN myvariables coloured(red) as "my variable"
It would results into a faster coding if a set of predefined keywords could be set directly into probuider language! (keywords to be defined).
It be great if a date / period could be excluded from backtest by means of simple date settings.
Reason: to exclude exceptional events (e.g Brexit) from skewing optimum variable value / results.
If one had Live Systems running it would be sensible to stop the System during ‘exceptional periods’ and so excluding dates / period is not as daft as it sounds?
GraHal
It be a massive morale boost for PRT Users if BackTest Optimsing could run faster. Optimising more than 1 variable over long periods can take forever!
Consideration be given to a whole different approach than currently … optimising calculations be carried out on / by Users PC (as opposed to current method via PRT Servers).
I can’t imagine Users optimise on Smart Phones / Tablets (?), but in any case ‘optimise calcs by PC’ could be an option / tick box / User preference. Same ‘gig’ could be applied to Walk Forward testing?
Let’s make a good Platform even Better (and soon PLEASE :))
GraHal
Great idea. I totally agree with the need for faster optimisation as a critical, there’s many occasions where I’ve simply given up as the engine is just too slow or I’m not even sure if it’s actually working, which rather defeats the whole point of the function.
Add a note under Max Drawdown (see attached) as follows …
If drawdown does not populate then delete java cache
GraHal
Adding to the list and somewhat in the same category as Nicolas pkt 6 and 7 (ProOrder: take control manually of orders generated by an automated trading strategy without interrupting it, ProOrder: semi automated trading: a TS should take control of manual trades to take care of them (trailing, money management, breakeven, etc.)
The possibility to partially close positions- both manually and in Pro order
for example:
Cheers Kasper
40th query: MAE/MFE averaged to get a whole picture of the strategy’s orders. Can be very useful to know where to place stoploss and takeprofit!
If the average of ‘Max Adverse Excursion’ was, for instance, 1200€. I do need to set a stoploss greater than this value in my strategy’s code. And the opposite is true for setting the takeprofit value.
41th query: new keyword to know if pending orders exist, just like “on market” but for that specific kind of orders (STOP & LIMIT)
Need a ‘Ticket ID and follow up system’ where we can check online what (with dates) is written against our Support Tickets submitted.
GraHal
One thing we often wished we had in many other past topics, that I think I haven’t seen in items 1 to 41 so far unless I’ve read too fast, is the capacity for users to create multidimensional arrays.
It be so useful if there is a SINGLE tick box in Template settings or Chart settings so that ALL Indicators do not show on the Price axis. Also Price, Order Levels not show … everything removed with 1 single tick box. Can keep individual settings as now, but needs a single override / clear all tick box.
In 18 months using PRT I’ve never needed instantaneous levels for Indicators or Bollinger (‘cursor cross hairs’ do it) it’s all clutter on the axis so why is ‘show-all’ the default and they all have to be laboriously unticked??
All I want to see on the axis is the ‘countdown timer to next bar’ and TF source of support / resistance levels … these are often hidden by all the prices I don’t want to see (attached is a simple example, can’t see countdown timer, but I get even worse!).
Okay, I know I could spend some time unticking individual settings for each price I don’t want to see … but it’s all faffing around and is frustrating.
Come on … somebody is now going to tell me there is a single tick box and I’ve missed it?? 🙂
GraHal
