Backtest on multiple instruments
You can now run a backtest on multiple instruments simultaneously from the backtest creation window.
[attachment file=”backtest on multiple instruments prorealtime version 11.png”]
Does that mean also automated trading on multiple instruments, which is really missing for strategies on stocks…??
No, it doesn’t mean that automatic trading with multiple instruments is possible. Backtests will be launched all at once on the chosen instruments.
I will certainly make video(s) this week to show everyone the new platform.
Will we be a able to make one/a backtest using two different instruments/values ?
No, multi-instrument support is still not yet available! 😐
New optimization criteria
Backtest optimization can now be based on more criteria than before to increase gains or reduce risks : Gain, % winning trades, Avg gain, Max drawdown and Max runup.
[attachment file=”new optimization criteria.png”]
this is good, thank you for posting
Yes and more is coming, you’ll be surprised with the new optimization tool 😉
Hi Nicolas,
Fine new tools ….. when can we expect the launch of new PRT?
Beta version of PRT V11 will be available during March/April.
Please tell us more about the new optimization tool! Made so many submissions to PRT in this area over the last couple of years.
Compare strategy optimization on multiple instruments
Backtest optimizations can be run on several instruments at a time so that you can compare strategy variations on multiple instruments from a single window.
[attachment file=”multiple backtests optimization prorealtime v11.png”]
2D & 3D charts of optimization results
In addition to the table format, optimization results can now be displayed as a 2D chart or 3D chart.
[attachment file=”optimization 2d chart format prorealtime v11.png”]
Hello Nicolas,
Super pour cette nouvelle version.
Effectivement, du “ripolinage” de Prorealtime était nécessaire au regard de la concurrence.
Question subsidiaire : peut-on utiliser PRT avec n’importe quel broker ?
Du moins, est-ce possible ?
Cordialement
Bob
