Converting from 10.2 to 10.3

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  • #20012 quote
    Maz
    Participant
    Veteran

    Hi all,

    Lately I have been dumping code writtin in PRT 10.2 code, into PRT 10.3. The result is terrible! Systems I have in 10.2 just completely fall over in 10.3.

    Does anyone have a list of things to look out for when converting? Can anyone offer advice on how to get 10.3 to accurately replicate the behavior of code written in 10.2?

    All the best (And Happy New Year all),

    M

    #20025 quote
    Big Hug
    Participant
    Average

    HNY Maz,

    Is 10.3 on IG now ?

    I’ve lost your email address BTW so wondered (Duh) if you could email me when you get a mo?

    #20036 quote
    Maz
    Participant
    Veteran

    I have set up a temporary address. I can be reached in the next few hours on prtmaz at mailinator dot com

    #20070 quote
    Nicolas
    Keymaster
    Master

    Since 10.3 backtest are more accurate than the 10.2 version, it would mean a regression into focusing to have the same results.

    Check how much you have of “0 bar” problems with the old probacktest engine first, differences may surely come from there.

    #20124 quote
    Maz
    Participant
    Veteran

    Well for example: A back test in 10.2 that generates many hundreds of positions does not open a single position in 10.3. Will get to the bottom of it I guess and update the thread when it becomes clear what’s going on.

    #20126 quote
    Eric
    Participant
    Master

    CFD on both?

    beacuse (as you probably know) the quotes are different (forex) between SB and CFD

    EURUSD CFD 1.05317

    EURUSD SB 10 531.7

    this is probably not the problem but i mention it anyway

    #20133 quote
    Nicolas
    Keymaster
    Master

    Check if it’s the same instrument like Eric mentioned it.

    If your code refers to trading schedules, it may also differ.

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Converting from 10.2 to 10.3


ProOrder: Automated Strategies & Backtesting

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Maz @eqmaz Participant
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This topic contains 6 replies,
has 4 voices, and was last updated by Nicolas
9 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/06/2017
Status: Active
Attachments: No files
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