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

VPT PRT · 2018-11-21T22:30:35+00:00

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

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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

Legend

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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This topic contains 4 replies,
has 3 voices, and was last updated by VPT PRT
7 years, 11 months ago.

Topic Details

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