ProRealTime 11 Optimize report

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  • 11/27/2020 at 9:18 AM #151866 quote
    Erkiman
    Participant
    Average

    Hi,

    I have trouble understanding parts of the optimize report in ProRealTime 11.1
    I dont get the Max Drawdown and Max Runup figures to make any sence.

    If you look at the attached photos you can see the optimize report and detailed report of a strategy, but the figures I get for Drawdown/Runup on the optimize report doesnt match anything on the detailed report.
    Please help me understand this.

    PRT11-Optimize.png PRT11-Optimize.png PRT11-Detailed.png PRT11-Detailed.png
    11/27/2020 at 9:41 AM #151875 quote
    GraHal
    Participant
    Master

    It must be a different method for working out the two sets of figures.

    I would have named the two sets of figures slightly different to highlight the difference.

    11/27/2020 at 10:27 AM #151884 quote
    Erkiman
    Participant
    Average
    GraHal wrote:

    It must be a different method for working out the two sets of figures. I would have named the two sets of figures slightly different to highlight the difference.

    Yes, they are completely different.
    And i can’t seem to find any correlation between Runup/Drawdown in optimize and ANY data in the detailed report.

    11/27/2020 at 10:36 AM #151885 quote
    Vonasi
    Moderator
    Master

    I reported the same observation to Nicolas off forum a couple of days ago. Not sure if he has reported it to PRT yet.

    11/27/2020 at 10:37 AM #151886 quote
    GraHal
    Participant
    Master
    Erkiman wrote:

    And i can’t seem to find any correlation

    Check the equity curve and judge which set of trades go from the highest to the lowest on the equity curve, use the cross hairs on the cursor to judge equity values highest minus lowest …  does that equal (ish) the Drawdown figure in the Optimise Table?

    Opposite to above for RunUp.

    12/09/2020 at 3:27 PM #153105 quote
    Nicolas
    Keymaster
    Master

    There is indeed a problem in the Max runup / max drawdown view. It is currently being analyzed, a fix will come soon.

    03/11/2021 at 9:18 AM #163789 quote
    Erkiman
    Participant
    Average

    Any news on this bug and if it will be resolved soon?

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ProRealTime 11 Optimize report


Platform Support: Charts, Data & Broker Setup

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Erkiman @erkiman Participant
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This topic contains 6 replies,
has 4 voices, and was last updated by Erkiman
4 years, 11 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 11/27/2020
Status: Active
Attachments: 2 files
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