ProRealTime Backtest opened/closed positions

Ziad · 2017-05-27T02:00:06+00:00

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

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

Topic Details

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