STRATEGYPROFIT difference between Automated trading and Backtest

hugh · 2017-08-03T09:55:55+00:00

Hello I note that STRATEGYPROFIT when using ProOrder in Backtest mode returns the gain/loss for the strategy from the commencement of the system. However if I use it in Automated Trading mode is it going to return the same value as that returned in the Backtest mode or will it return the REAL Gain/Loss made by each trade since the system was made live? i.e the Gains/Losses at the Broker (not including costs). Thanks

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08/03/2017 at 10:55 AM #42392 quote

hugh
Participant

New

Hello

I note that STRATEGYPROFIT when using ProOrder in Backtest mode returns the gain/loss for the strategy from the commencement of the system. However if I use it in Automated Trading mode is it going to return the same value as that returned in the Backtest mode or will it return the REAL Gain/Loss made by each trade since the system was made live? i.e the Gains/Losses at the Broker (not including costs).

Thanks

08/03/2017 at 10:58 AM #42394 quote

Nicolas
Keymaster

Legend

It will return the same thing, as you stated: ” the gain/loss for the strategy from the commencement of the system”

So if you start the strategy today, it will only returns the profit/loss starting from today (which is the “commencement”) 🙂

08/03/2017 at 11:09 AM #42395 quote

hugh
Participant

New

To clarify though – do you mean the real cash gains/losses using the automated system or the gains/losses showing on the Backtest?

I have a Backtest running which shows the current gains, say, at $2000. I then run the same strategy starting today on a Live automated trading platform, so my actual gains are $0 currently. Does STRATEGYPROFIT return 2000 or 0?

Thanks

08/03/2017 at 11:47 AM #42398 quote

Despair
Blocked

Master

It will return zero. Overtime you take a strategy offline, change it and put it only again it restarts from zero (because it simply is a new strategy for PRT).

I solved the problem with a variable “startequity” that I have in all my strategies. When I take a strategy offline and make changes I always update this variable manually so I keep track and know “the real” cumulated strategy profit.

08/03/2017 at 12:24 PM #42399 quote

hugh
Participant

New

Much appreciated – thanks. It seemed obvious but I thought I had better make sure.
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STRATEGYPROFIT difference between Automated trading and Backtest

ProOrder: Automated Strategies & Backtesting

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hugh @hugh Participant

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This topic contains 4 replies,
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9 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/03/2017
Status:	Active
Attachments:	No files