I cannot get Backtest running

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Viewing 15 posts - 1 through 15 (of 35 total)
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  • 03/11/2020 at 2:48 PM #121827
    Hernan Mancasola

    Hello team,

    I’m trying my first backtest on prorealtime 11 but for any reason I cannot get it running.

    This is the simplest code I tried.

    timeframe(weekly)

    MM30=VolumeAdjustedAverage[30](close)
    condc=close>MM30

    IF condc THEN
    BUY 1 SHARES AT MARKET
    ENDIF

    but even so, when I click on “Validate” I got the message I attach.

    I sent the information to Prorealtime but I didn’t get an answer yet.

    I’ve tried with different conf but nothing changed.

    I will really appreciate your collaboration.

    Thanks in advance,

    Hernan

     

     

     

    03/11/2020 at 2:54 PM #121830
    GraHal
    Hernan Mancasola wrote:

    I cannot get it running

    It would buy 1 share and then do nothing else for ever and there is no exit condition.

    What happens if you un-comment your Sell condition?

    03/11/2020 at 3:03 PM #121831
    Hernan Mancasola

    Thanks GraHal for your quick answer.

    I also tried with sell condition but I got the same message. In fact I removed it just to make the startegie as simple as possible.

    Could you test the code in your system?

    Is there any special condition to use backtest? I have a free Prorealtime licence…

    03/11/2020 at 3:25 PM #121832
    GraHal

    I cannot understand the error message as it is not in English, but why don’t you try below and take it from there?  Below does work I tried it.

    Have you got the volumeadjustedaverage installed on your platform (I haven’t)?

    Is there any special condition to use backtest?

    No

    03/11/2020 at 7:53 PM #121870
    Hernan Mancasola

    I tried the strategy you posted but it doesn’t work. I also downloaded a proveed strategy from Prorealcode but did’t work neither. The message I’m  getting is “There was en error during backtest [backtestname] execution. Click on Send button the send an email with technical details.” I did it but there was no answer from Prorealtime.

    When I add a variable on variable section, the behavior is a bit different because in that case I got the optimization statemente screen but with no information and the same error message.

    Thank for your help!

     

    03/11/2020 at 8:38 PM #121875
    GraHal
    Hernan Mancasola wrote:

    I also downloaded a proveed strategy from Prorealcode but did’t work neither.

    Post the above strategy on here and I will run it on my Platform and we’ll take it from there?

    If we do above we will have a known test candidate.

     

     

    03/11/2020 at 9:01 PM #121876
    Hernan Mancasola

    I’ve attached the streategi I tested.

    Thanks so much for your help, I really approciate it.

    03/11/2020 at 11:36 PM #121883
    GraHal

    Wow you certainly didn’t pick a straightforward System, but thanks anyway as I didn’t know that one was in the Library.

    I bet you feel like you are losing it eh? Don’t worry I’ve been there many times! 🙂

    Often it is due to a simple reason .. just as it is in this case! 🙂

    All you need to do is insert below into the code. I’m amazed the System Author missed it out as I don’t think it is in there … even commented out?

    I inserted below at Lines 115 and 116.

    I’m going to bed else I would have let it run out of interest, but attached is with Opti only up to about 5% complete.

     

     

     

    03/11/2020 at 11:45 PM #121885
    GraHal

    Somehow I think there is more to that System than I have made it! 🙂

    With 3650 lines of code and mention of machine learning … I think it’s supposed to end up at more than an optimised choice of 2 moving averages?? 🙂

    But anyway I got it going for you … more tomorrow … maybe a coding wizard off here may tell us more?

    Hahah it’s only been in the Library for 2 days and above is how it should work, so I haven’t goofed!

    GoodNight

    03/12/2020 at 3:04 AM #121889
    Hernan Mancasola

    Several things to comment.

    1. I just get the first trading strategy assuming it was going to work as expected but I don’t really need that one.
    2. Because of 1. I started with a very basic strategy and here we are!! 🙂
    3. Just in case, I did the changes you did and the behavior was a bit different. As you can see on the attachment, I got the optimization statemente with no data and got the same error.
    4. You’re rigth, I’m feeling like I’m lossing this powerful tool and I really need it.
    5. I export a very simple strategy (attached), maybe you can try to import it and run it and  let see what happen.
    6. Thanks for your time and effort.
    03/12/2020 at 8:57 AM #121895
    Nicolas

    Did you try to expand the units displayed on your chart? Or backtest with a shorter period (just 2 or 3 weeks?). Are you testing with a free end-of-day account?

    03/12/2020 at 9:49 AM #121908
    GraHal
    Nicolas wrote:

    Are you testing with a free end-of-day account?

    I think above may be the crux of the problem Hernan Mancasola?

    If above then you would not be able to use any TF less than 1 day and many Systems may not even execute a single trade on a Daily TF??

    03/12/2020 at 10:39 AM #121912
    GraHal
    Hernan Mancasola wrote:

    I export a very simple strategy (attached), maybe you can try to import it and run it and  let see what happen.

    Please provide me with the Indicator … VolumeAdjustedAverage … else I cannot run your Test Indicator.

    I cannot find the above Indicator in the Library.

     

    03/12/2020 at 4:48 PM #121940
    Hernan Mancasola
    GraHal wrote:
    Nicolas wrote:

    Are you testing with a free end-of-day account?

    I think above may be the crux of the problem Hernan Mancasola?

    If above then you would not be able to use any TF less than 1 day and many Systems may not even execute a single trade on a Daily TF??

    Yes, I’m testing with a free end-of-day account. I use weekly timeframe mostly.

    03/12/2020 at 4:52 PM #121942
    Hernan Mancasola
    GraHal wrote:
    Hernan Mancasola wrote:

    I export a very simple strategy (attached), maybe you can try to import it and run it and let see what happen.

    Please provide me with the Indicator … VolumeAdjustedAverage … else I cannot run your Test Indicator.

    I cannot find the above Indicator in the Library.

    I already changed the strategy and replacedVolumeAdjustedAverage by average (Anyway I got VolumeAdjustedAverage as an standard indicator) Attechad as V2

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