How do I backtest in code?

Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • 07/27/2020 at 4:03 PM #140215 quote
    Arbu
    Participant
    New

    If I understand correctly, ProRealCode allows me to write a set of conditions for buying or selling a security. I can backtest that, and if I like the results, set it up to run automatically.

    But market conditions change. I don’t want to have to keep backtesting to see if my strategy still works. I want my code to do that for me. And I’d like it to do it for a number of strategies and give more weight to more recent trades.

    Is that achievable with ProRealCode, and if so how? If not, what technology do I need?

    Thanks.

    07/27/2020 at 4:43 PM #140223 quote
    Nicolas
    Keymaster
    Master

    Sounds possible but very tricky to correctly test the “fake orders” entries and exit. A first step in this approach: How to improve a strategy with simulated trades — part 1

    But it also depends mainly of the strategy..

  • Author
    Posts
Viewing 2 posts - 1 through 2 (of 2 total)
  • You must be logged in to reply to this topic.

How do I backtest in code?


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Arbu @arbu Participant
Summary

This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
5 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/27/2020
Status: Active
Attachments: No files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™