Discluding unfinished trades

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  • #191842 quote
    assafnassafn
    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

    #191860 quote
    NicolasNicolas
    Keymaster
    Legend

    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.

    assafn thanked this post
    #191864 quote
    GraHalGraHal
    Participant
    Master

    finished trades only

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

    assafn and robertogozzi thanked this post
    #191871 quote
    PeterStPeterSt
    Participant
    Master

    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 PeterStPeterSt
4 years, 5 months ago.

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