Possible issue with ProBacktest?

Forums ProRealTime English forum ProOrder support Possible issue with ProBacktest?

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  • #14460

    Hi, this question is, I’m afraid, directed to Nicolas.  Désolé.

    I’m an end-of-day free platform user.

    When trying to debug the code for the strategy presented by the forum member quo, I’ve found that for non-US/UK stocks, functions like BarIndex, High  or Low give values corresponding to the bar previous to the bar currently active in the flow of the code.

    This delay of one bar causes logical errors in the strategy or in the best of cases produces buys or sells one bar later than expected, which is inadmissible, especially on weekly or monthly time frames.

    To prove the case and just to be on the safe side, being the tool graph a little tricky when there is any kind of error in the code, I’ve used the simplest of trading systems to graph barindex and high of an US stock (MU) and a french one (ORA):

    Are you aware of this issue or am I just nuts?

    Merci et bon week-end. Pas de hâte (I’m not nuts. Yet)

    #14472

    Bonjour,

    Like you may already know, PRT only read and launch code script once per bar, at its Close. Trades are then launched at the next Open.

    I see you are end-of-day user, it may also have effect on the code, but I don’t think so though.

    About the barindex 0 or 1, did you try to “preload” some bars? Why do you think starting the count of Barindex between 0 or 1 from the very first bar of history may cause difference in your TS ❓

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