Scalping Strategy – P/L Chart misaligned with Optimisation report

Forums ProRealTime English forum ProOrder support Scalping Strategy – P/L Chart misaligned with Optimisation report

Viewing 3 posts - 16 through 18 (of 18 total)
  • #179492

    There is a difference of EUR 83.6… why

    See the far right column that shows 99? Well that is 99 instances of where your TP AND SL have been hit in the same bar. But the results in that row show as the TP has been hit first, i.e. ONLY the TP having been hit.

    When we select any row, then the values are run correctly under tick by tick mode where TP and SL are hit as they are hit on the data and so the result is Real as is / was.

    I am rather confused.

    I sympathise. I find it good to go to sleep thinking about confusing things and then our brains work it out while we sleep! 🙂

    But anyway, PRT can’t run all the results of optimisation on a true / real as was tick by tick basis as it would take far too long (slow enough now!? 🙂 ), so the far right column (showing 99 in the row you selected) is a compromise.

    If you see a 0 in that far right column then you know that the optimisation value for Gain will be the same when you run / see the backtest results. Except when a trade is open at the end of the backtest curve because the optimisation Table only shows closed trade results (i.e. does not include gain / loss of that final open trade … if there is one).

    Hope that helps?

    #179493

    But if this is the case, what would be the point of having optimized variables if these don’t apply to tick-by-tick mode.. I am rather confused.

    If your strategy exit on Close and not intrabar, then there is no reason to use tick by tick mode.

    If your strategy exit intrabar, then it is possible that only a small percentage of orders could be counted in the “tick by tick mode” column of the optimizer results window .. and because tick-by-tick testing involve huge load on servers, it is better that clients check themselves on their sides with individual backtests if needed and preserve servers free slots for others.

    #179494

    But I would adjust the times to the Dow opening (14:30)

    Oh Yeah, told you I make changes and run it and that important fact never got thought about! doh to me! 🙂

Viewing 3 posts - 16 through 18 (of 18 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login