Part of Pro Backtesting performance results are:
Total trades, Winning trades, Neutral trades and Losing trades.
Now can you please show me how i can convert my backtest strategy codes into proscreener to produce results to cover the above trade counts for all securities , with variable timeframes which i can edit/change.
Secondly, can you please educate me to understand what constitute one trade, Winning trade and Losing trade when we consider Buy and Sell signals.
There’s no way to convert accurately a ProOrder strategy into a screener.
Hello Thanks Nicholas,
In that case kindly leave out backtest codes.
Lets rather use purely Proscreener instructions to achieve the same results or at least similar results.
Scanning all securities and for selected timeframes count number of upperband crosses and count of number of lowerband crosses.
Meanwhile, additional condition in the Proscreener will be a range of the Band Width ( like between a ans b).
Hope this is more doable.
Regards
Hello,
Once your strategy looks good, you can extract the entry signals conditions (long or short), and put them in a screener, as a first step.
Then, the main challenges are
1/ to choose between different assets among results,
2/ if you don’t cumulate order in the strategy, ensure that you are not supposed to be in position from an earlier signal. This you can filter with the indicator that shows entry and exit signals (I believe you created a subject on this)
There will be a lot of bands crossing if you count them, I’m wondering how to count winners and losers this way, BTW ProScreener has only a limited data history (1000 bars for Premium users), so the results would be very limited.
So many thanks Swingueur and Nicolas. In that case i need to suspend the Proscreener idea for now.
But i have been digging further on this issues and have come accross the item Multi-Instrument Backtesting under New Features of Prorealtime v11.1, would you like to investigate its suitability for my objectives or what i intended to achieve , partially or wholly.
Hello,
May i know how to increase historical data from the default size of 256 higher amount?
Am using the Programming section of Proscreener.
Regards.
Hello any updates on this issues?
You have already been answered here https://www.prorealcode.com/topic/converting-backtesting-codes-into-proscreener-programmatically/#post-177364
you need a Premium version, but IG does not offer it, so you need to get it from PRT direct.
