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

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

  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

  

  VPT PRT

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  11/22/2018 at 9:11 AM #85453
  Vonasi

  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. 🙂

   

  

  Vonasi

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

  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

  1 2	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.

  

  Vonasi

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

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

  

  Nicolas

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

  Thanks to everyone who has replied.  Really helpful!

  

  VPT PRT

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