Hello everyone, I have a simple problem and I hope someone here may be able to help me. When I write out a list of simple entry and exit commands PRT’s ‘detailed report’ within its backtest does not like 2 trades being held simultaneously. The overall loss is correct in this example, its just when two trades are on at the same time, you can see it duplicates entry dates and it simply halves the overall realised figure between the simultaneous trades within the closed positions list.

For example the trades listed 2 dec are actually placed at different times, so the realised figures should be different, prt has simply totalled it up and halved it. Another example dated 25.11.24 shows two trades which list different losses as there entrys are different, however again prt backtest lumps them together as they were on at the same time. The other examples are a loss and a win, but im sure you get the idea. It also simply duplicates dates I note even if they were placed on different dates. I hope someone can help.

Heres the code;

// Stop loss in points

STOPLOSS = 1000




// Initialize execution flags for each trade

IF barindex = 0 THEN

tradeExecuted1 = 0

tradeExecuted2 = 0

tradeExecuted3 = 0

tradeExecuted4 = 0

tradeExecuted5 = 0

tradeExecuted6 = 0

tradeExecuted7 = 0

tradeExecuted8 = 0

ENDIF




// Trade 1: 02.12.24 - 10:00 exit at 03.12.24 - 15:00

IF (date = 20241202 AND time >= 100000 AND time < 100100 AND tradeExecuted1 = 0) THEN

BUY 10 CONTRACT AT MARKET

SET STOP LOSS STOPLOSS

tradeExecuted1 = 1

ENDIF




IF (ONMARKET AND date = 20241203 AND time >= 150000 AND tradeExecuted1 = 1) THEN

SELL AT MARKET

ENDIF




// Trade 2: 02.12.24 - 15:00 exit at 03.12.24 - 15:00

IF (date = 20241202 AND time >= 150000 AND time < 150100 AND tradeExecuted2 = 0) THEN

BUY 10 CONTRACT AT MARKET

SET STOP LOSS STOPLOSS

tradeExecuted2 = 1

ENDIF




IF (ONMARKET AND date = 20241203 AND time >= 150000 AND tradeExecuted2 = 1) THEN

SELL AT MARKET

ENDIF




// Trade 3: 25.11.24 - 08:30 exit at 26.11.24 - 09:00

IF (date = 20241125 AND time >= 083000 AND time < 083100 AND tradeExecuted3 = 0) THEN

BUY 10 CONTRACT AT MARKET

SET STOP LOSS STOPLOSS

tradeExecuted3 = 1

ENDIF




IF (ONMARKET AND date = 20241126 AND time >= 090000 AND tradeExecuted3 = 1) THEN

SELL AT MARKET

ENDIF




// Trade 4: 25.11.24 - 09:30 exit at 26.11.24 - 09:00

IF (date = 20241125 AND time >= 093000 AND time < 093100 AND tradeExecuted4 = 0) THEN

BUY 10 CONTRACT AT MARKET

SET STOP LOSS STOPLOSS

tradeExecuted4 = 1

ENDIF




IF (ONMARKET AND date = 20241126 AND time >= 090000 AND tradeExecuted4 = 1) THEN

SELL AT MARKET

ENDIF




// Trade 5: 21.11.24 - 07:00 exit at 21.11.24 - 15:50

IF (date = 20241121 AND time >= 070000 AND time < 070100 AND tradeExecuted5 = 0) THEN

BUY 10 CONTRACT AT MARKET

SET STOP LOSS STOPLOSS

tradeExecuted5 = 1

ENDIF




IF (ONMARKET AND date = 20241121 AND time >= 155000 AND tradeExecuted5 = 1) THEN

SELL AT MARKET

ENDIF




// Trade 6: 21.11.24 - 08:10 exit at 21.11.24 - 09:20

IF (date = 20241121 AND time >= 081000 AND time < 081100 AND tradeExecuted6 = 0) THEN

BUY 10 CONTRACT AT MARKET

SET STOP LOSS STOPLOSS

tradeExecuted6 = 1

ENDIF




IF (ONMARKET AND date = 20241121 AND time >= 092000 AND tradeExecuted6 = 1) THEN

SELL AT MARKET

ENDIF




// Trade 7: 19.11.24 - 09:40 exit at 19.11.24 - 14:00

IF (date = 20241119 AND time >= 094000 AND time < 094100 AND tradeExecuted7 = 0) THEN

BUY 10 CONTRACT AT MARKET

SET STOP LOSS STOPLOSS

tradeExecuted7 = 1

ENDIF




IF (ONMARKET AND date = 20241119 AND time >= 140000 AND tradeExecuted7 = 1) THEN

SELL AT MARKET

ENDIF




// Trade 8: 19.11.24 - 11:30 exit at 20.11.24 - 07:30

IF (date = 20241119 AND time >= 113000 AND time < 113100 AND tradeExecuted8 = 0) THEN

BUY 10 CONTRACT AT MARKET

SET STOP LOSS STOPLOSS

tradeExecuted8 = 1

ENDIF




IF (ONMARKET AND date = 20241120 AND time >= 073000 AND tradeExecuted8 = 1) THEN

SELL AT MARKET

ENDIF

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