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

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  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.

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  assafn

  

  Nicolas

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  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.

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  robertogozzi, assafn

  

  GraHal

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  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 ?

  

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