Discluding unfinished trades

• 04/18/2022 at 7:30 AM #191842
  assafn

  Hello,

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

  Thanks in advance

  Assaf

  

  assafn

  Participant

  Topics: 24

  Replies: 52

  Been thanked: 2 times
  04/19/2022 at 7:23 AM #191860
  Nicolas

  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.

  1 user thanked author for this post.

  assafn

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20867

  Been thanked: 4783 times
  04/19/2022 at 8:12 AM #191864
  GraHal

  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.

  2 users thanked author for this post.

  robertogozzi, assafn

  

  GraHal

  Participant

  Topics: 221

  Replies: 9097

  Been thanked: 2357 times
  04/19/2022 at 10:25 AM #191871
  PeterSt

  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 ?

  

  PeterSt

  Participant

  Topics: 74

  Replies: 2635

  Been thanked: 894 times
• Author
  Posts