I’ve been using ProRealTime for 5 years now and I have to say I’m really really unhappy with the v11.1 update. It’s terrible and full of inexcusable bugs. The most important being the system is inconsistent with whether it uses the timezone of the chart window or the market trading timezone for constants. In v10.3 and before everything was always in the local timezone you set your chart in yourself. Now
OpenDate, CurrentDayOfWeek, Day, Days, DayOfWeek, Date, OpenDay, OpenDayOfWeek and Today are all set to the timezone of the market being traded.
IntraDayBarIndex still follows the chart window timeframe though. This leads to ridiculous output when you set your chart timezone to one that is different from the market timezone. Set the chart to UK time and trade US30 (through IG index) and the IntraDayBarIndex starts on Sunday night at 23:00 at 0. Then runs 0,1,2,3,0,1,2,3,4 etc but the 0 reset at midnight Sunday still stays as Sunday in CurrentDayOf Week!
I ran the following test script in one of my IG live accounts, backtested on a 15m chart with my chart set to UK time on US30.
MyBuySize = 1
//select which constant you wish to test my adjusting the comments bars //
//MyCond = OpenDate <> OpenDate[1]
//MyCond = CurrentDayOfWeek <> CurrentDayOfWeek[1]
//MyCond = Day <> Day[1]
//MyCond = Days <> Days[1]
//MyCond = DayOfWeek <> DayOfWeek[1]
//MyCond = Date <> Date[1]
//MyCond = OpenDay <> OpenDay[1]
//MyCond = OpenDayOfWeek <> OpenDayOfWeek[1]
MyCond = Today <> Today[1]
If (NOT LongOnMarket AND MyCond) THEN
BUY MyBuySize LOT AT MARKET
SET STOP LOSS 50
SET TARGET PROFIT 50
Endif
Then when you look at the closed positions record of the backttest report to see what time it opened a position, which is equal to what time it thinks a new day starts, the following results are shown:
OpenDate <> OpenDate[1] is triggered at 05:15.
CurrentDayOfWeek <> CurrentDayOfWeek[1] is triggered at 05:00
Day <> Day[1] is triggered at 05:00
Days <> Days[1] is triggered at 05:15.
OpenDay <> OpenDay[1] is triggered at 05:15.
OpenDayOfWeek <> OpenDayOfWeek[1] is triggered at 05:15.
Today <> Today[1] is triggered at 05:00
These constants always used to trigger at midnight of the timezone of the chart.
This is an unacceptable bug to go live with.
Additional, smaller problems:
1) The backtesting engine is about 1/20th the speed it used to be. It now takes 2-3 minutes to backtest a script that used to take seconds in v10.3.
2) The Help Centre error reporting function does not work and would not allow me to share the above script that way.
3) The redesign is horribly ugly. All the nice easy to use buttons are gone or hidden in smaller sizes in obscure places. Closing a backtest window is now buried in a drop down menu.
4) The window showing which strategies you have running is now so badly laid out it’s almost unreadible. Nice neat windows in v10.3 are now columns only a few milimeters wide with unreadible text. Useful parts like ‘running’ or not running are gone.
5) The results report is now also horrible. The text has been shrunk so small it’s unreadible. % returns are gone.
Please abort this horrible new version and go back to 10.3. You are messing with peoples money when you make these changes and mistakes.