How long does the ‘tick by tick’ go back in BT??

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  • 11/26/2020 at 1:02 PM #151740 quote
    PabloRod
    Participant
    New

    Hello,

    There is a question I don’t find an answer. How long does the ‘tick by tick’ Backtesting go back?

    Instructions states 2500 bars, though it depends of the timeframe of the bar, I guess. It should be better to say 15-20 days back, regardless of the candlestick timeframe.

    Thanks

    11/26/2020 at 1:10 PM #151742 quote
    Nicolas
    Keymaster
    Master

    I’m able to make a backtest of about 1M units in historical mode with PRT v11 Premium. It is more than 4 years on a 1-minute timeframe.

    I am moving the topic into the ProOrder section.

    barindex-1M-units-probacktest.png barindex-1M-units-probacktest.png
    11/27/2020 at 10:18 AM #151881 quote
    GraHal
    Participant
    Master
    PabloRod wrote:

    Instructions states 2500 bars,

    The 2500 bars is the maximum that PRT will check and process a TP and SL on the same bar.

    Tick by Tick will check over many more bars (1M in Nicolas example) but if TP and SL are hit on the same bar more than 2500 times then you will get a screen message and a decision to make.

    Above is on v10.3, may be different on v11?

    11/27/2020 at 12:17 PM #151902 quote
    Nicolas
    Keymaster
    Master

    I’m waiting for an answer about the maximum tests for classic or Premium account. GraHal is right, it is not about maximum days back, you can have less than 2500 checks on 1M bars, it all depends of the strategy of course.

    11/28/2020 at 9:45 AM #151989 quote
    PabloRod
    Participant
    New

    Hello,

    The behavior of PRT is clear to me now. I guess that’s a limitation in the processing capacity. My strategies (based on daytrading strategies) needs the tick by tick due to sensibility of the entry and exit. Usually more than three weeks back does not offer goods results in BT, and this is what was shocking me, the robot works fine in Demo consistently but no reliable to go beyond 3-4 weeks, as much, using candles of 1min.

    Thanks GraHal and Nicolas

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How long does the ‘tick by tick’ go back in BT??


ProOrder: Automated Strategies & Backtesting

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PabloRod @pablorod Participant
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This topic contains 4 replies,
has 3 voices, and was last updated by PabloRod
5 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/26/2020
Status: Active
Attachments: 1 files
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