Discluding unfinished trades

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04/18/2022 at 7:30 AM #191842 quote

assafn
Participant

Average

Hello,

I wonder if there is a way for the backtest to show results and stats for finished trades only.

Thanks in advance

Assaf

04/19/2022 at 7:23 AM #191860 quote

Nicolas
Keymaster

Master

The backtest result window consider all orders including the ones currently opened at the end date, so that’s not possible to exclude them programmatically sorry.

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04/19/2022 at 8:12 AM #191864 quote

GraHal
Participant

Master

assafn wrote:

finished trades only

If you put a ‘dummy variable’ in the optimiser, results in the Optimiser Results Table will be for finished trades only.

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04/19/2022 at 10:25 AM #191871 quote

PeterSt
Participant

Master

GraHal wrote:

If you put a ‘dummy variable’ in the optimiser, results in the Optimiser Results Table will be for finished trades only.

Great stuff !

… But not for Walk Forward … which I deem a large PRT bug because now all “snapshots” will mostly end in a loss (this depends a bit in the strategy).
Or maybe I miss the trick to do that right ?
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Discluding unfinished trades

ProOrder: Automated Strategies & Backtesting

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assafn @assafn Participant

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This topic contains 3 replies,
has 4 voices, and was last updated by PeterSt
3 years, 10 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/18/2022
Status:	Active
Attachments:	No files

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