ProRealTime Backtest opened/closed positions

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  • 05/27/2017 at 3:00 AM #36726 quote
    Ziad
    Participant
    Junior

    Hello,

    I’ve built a strategy purely from code on the ProRealTime platform. On backtesting it gives 85% – 67% profitability on different assets.

    My question is, when I view the closed positions tab on the report after backtesting is complete, the time the trades opened and closed is always the same!

    For example,

    a trade opened 1800 closed 1800 profit.

    a trade opened 0200 closed 0200 loss.

    and the list goes on with no duration for any trade whatsoever.

     

    Is that normal?

    *Tick-by-tick mode was de-selected

    05/27/2017 at 12:58 PM #36762 quote
    GraHal
    Participant
    Master

    Mmm your Strategy is making Trades in zero bars and resulting profits are not achievable in Real Trading.

    Search for Zero Bars or 0 bars and read a few threads on here?

    If you are still confused let me know and I will find a thread for you?

    Cheers
    GraHal
    PS always backtest with tick tick selected and you will see (under tick tick column) how many zero bars your Bot may be susceptible to … ideal is none!

    PPS There should be Sticky Thread / Topic on this issue as it can dupe the unknowing like yourself.

    05/27/2017 at 1:10 PM #36763 quote
    GraHal
    Participant
    Master

    Here you are, this should help …

    https://www.prorealcode.com/topic/backtest-prt-bouncing-problem-what-is-it-and-is-it-still-a-problem/

    Nicolas thanked this post
    05/28/2017 at 2:03 AM #36811 quote
    Ziad
    Participant
    Junior

    Do you mean the result I get with the tick-by-tick mode is the real result I will get in live market?

    05/28/2017 at 10:32 AM #36830 quote
    GraHal
    Participant
    Master

    No … backtest on historical data can never predict what you will get in (future) Live Trading (else we all be millionaires sitting on the beach with a lovely lady by our side:)).

    All we can do is to increase the probability by backtesting etc  and tick tick mode will help (without tick tick mode your results are in fantasy land :))

    GraHal

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ProRealTime Backtest opened/closed positions


ProOrder: Automated Strategies & Backtesting

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Ziad @ziad Participant
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This topic contains 4 replies,
has 2 voices, and was last updated by GraHal
8 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/27/2017
Status: Active
Attachments: No files
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