Code that Displays 'Pips' Won/lost on the chart from a Backtest

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  • 11/21/2018 at 11:30 PM #85446 quote
    VPT PRT
    Participant
    Junior

    Hi Everyone,

     

    First post here so hello!

     

    I’ve been using PRT since about 08 but have never some across a code that might do the following (If its possible at all within the PRT architecture).

     

    Is there a way of coding PRT to plot on the price chart the P/L (in Pips or Points) won or lost for every trade that is included in any one backtest?

     

    I greatly appreciate your replies.

     

    Ross

    11/22/2018 at 9:11 AM #85453 quote
    Vonasi
    Moderator
    Master

    Welcome to the forums.

    I have moved your topic to the correct forum as you posted in a forum dedicated to PRT platform support whereas your question is regarding strategy backtesting which is more of a ProOrder question.

    Please try to post in the most relevant forum with any future topics. 🙂

    11/22/2018 at 9:23 AM #85454 quote
    Vonasi
    Moderator
    Master

    A simple way to see the change in equity after each position closure is to simply add this to the bottom of any strategy:

    winloss = strategyprofit - strategyprofit[1]
graph winloss

    You will then get a separate window that shows one bar later the change in equity as a graph. Hover over any peak or trough to see the value of the last closed trade.

    11/22/2018 at 2:21 PM #85490 quote
    Nicolas
    Keymaster
    Master

    This blog post could also be of interest: Display profit and loss on price chart with a custom indicator

    11/23/2018 at 11:29 AM #85565 quote
    VPT PRT
    Participant
    Junior

    Thanks to everyone who has replied.  Really helpful!

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Code that Displays 'Pips' Won/lost on the chart from a Backtest


ProOrder: Automated Strategies & Backtesting

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VPT PRT @vpt-prt Participant
Summary

This topic contains 4 replies,
has 3 voices, and was last updated by VPT PRT
7 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/21/2018
Status: Active
Attachments: No files
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