Please, remind me how backest works on v10 and v11

Forums ProRealTime English forum ProOrder support Please, remind me how backest works on v10 and v11

This topic contains 17 replies, has 3 voices, and was last updated by avatar pieroim 47 minutes ago.

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  • #112004

    if I remember correctly, it does not work tick by tick but considers the 4 main prices (OCHL) for each candle.

    What I do not remember is whether the backtester does the entry on the current candle by analyzing the previous candle, therefore knowing the 4 main prices of the previous candle + the opening price of the current candle, or knowing only the prices of the previous candle and ignoring the opening price of the current candle.

    Or the entrance does it at the closing of the current candle when the 4 main prices of it are known..

    Please let me know if there are any differences between v10 and v11 in this calculation.

    Thank’s

    Piero

    #112013

    Here I have this strange result of this simple trading system done just for testing the backtesting capability of Prorealtime.

    It seems that the backtester almost always sees the Blue > Red .. which is not true..

     

     

    Attachments:
    #112015

    I moved your topic to ProOrder, since it’s not related to indicators.

    Tick-by-Tick mode is a built-in feature on v11.

    The CURRENT candle (in strategies) is ALWAYS the last closed CANDLE, since all strategies are executed when a candle closes and BEFORE the new one opens, so the opening price of the new candle is not known. This won’t change in v11.

    To access candles while they are being built you can only resort to MTF (Multiple Time Frame) support that lets you use a lower TF to access a higher TF candle while being built.

    #112016

    Data shown in the variable window are related to the bar where the mouse sits at that very moment.

    Of course one of the two variables is false when the other one is true! (how can they be both either true or false at the same time?)

    Browse all candlesticks with your mouse and those values will change.

    #112017

    Ok Roberto,

    I moved your topic to ProOrder, since it’s not related to indicators.

    Tick-by-Tick mode is a built-in feature on v11.

    The CURRENT candle (in strategies) is ALWAYS the last closed CANDLE, since all strategies are executed when a candle closes and BEFORE the new one opens, so the opening price of the new candle is not known. This won’t change in v11.

    To access candles while they are being built you can only resort to MTF (Multiple Time Frame) support that lets you use a lower TF to access a higher TF candle while being built.

    ok Roberto, I too remembered what you say .. but this does not explain the behavior of the attached example .. there is something that still lack

    #112018

    the mouse pointer was there by accident, now I attach a picture with the pointer to a discrepancy

    Attachments:
    #112020

    Please attach the indicator or post a link to  it, in order to replicate your trades.

    Moreover, please post what isnstrument and TF (Daily?) you are working on.

    #112022

    Mini NASDAQ Full1219 daily

    #112023

    PP=17…

    #112050

    You are using customized tradng hours, thus from Sept. 20th through Sept. 24th you only see 3 candlesticks, while there are 4, tallying sunday.

    Despite you won’t see some candlesticks on yur screen when customizing trading hours, they are still used to compute Indicators, because they represent price movements and cannot be ignored.

    I did use them long ago, but I resorted to default trading hours to be able to run/backtest strategies correctly.

     

    Attachments:
    #112059

    I have changed instrument and time, but it still has the same mistakes..

    Attachments:
    #112064

    I found out where is the problem, it’s in the calculation! But I just can’t explain why the calculation is wrong.

    It is the same of the indicators.

    Otherwise, is there a way to take the values calculated by the indicators without recalculating them in the trading system?

    Attachments:
    #112073

    Yes, you can use CALL to call an existing indicator and use the returned value(s).

    #112104

    Nothing.. with the CALL I have the identical wrong results.. this is the code:

    I don’t know what else to try.. for me both the previous code and the current one with CALLs are correct, I hope Nicolas can find a solution, the results of the backtest are completely useless on any strategy. I don’t know if it’s a problem with version 11, with the 10 I’ve never had these problems.

    Attachments:
    #112113

    I have changed instrument and time

    What do you mean by changed time? Roberto is suggesting that you are using custom trading hours where candles are missing from your chart but are still used in indicator calculation If you have just switched to a different time frame then this is not what he meant.

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