System ends in the last bar

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02/04/2017 at 9:05 PM #23945 quote

quo
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Hi all, i don´t know why but since last time i run PRT my systems ends in the last bar. In the backtest options i am sure option “from first date” “to last availabe day” is checked but it still ends like i had put until today´s bar.

I have been using PRT for years and when you check as a final date “last available date” if you are in a trade, the sistem keeps you in. However now system suposse the trade finish in the last bar.

It has to be easy to solve it but i can´t.

This happen with all the systems, so has nothing to do with the code of the system.

Can anyone tell what i am doing wrong?. This happen since last time i run PRT..thanks

LEGRAND.png legrandop.png

02/04/2017 at 9:09 PM #23949 quote

quo
Participant

Average

i copy again the graph because the comment is cut.

thanks

LEGRAND-1.png

02/06/2017 at 11:43 AM #24071 quote

Nicolas
Keymaster

Master

Do you think it has nothing to deal with “end of day” only capabilities? Do you have live data subscription for “LEGRAND” ticker?

02/07/2017 at 9:04 PM #24273 quote

quo
Participant

Average

Hi Nicolas,

i have end of date data but i had also end of date data one month ago and the back test didn´t end in the last bar. Was everything ok until mid january aprox.

Maybe the software have been update automatically and in a new version things have chage?

I want that if the system says you have to be still in dont exit the position in the last bar!!

thanks

02/08/2017 at 8:38 AM #24284 quote

Nicolas
Keymaster

Master

I can’t reproduce this problem on my own platform with a little simple strategy on the same share .. , if you think this is PRT related, you can send them a console report. They will certainly point you in the right direction to understand how and why you have this issue.

Or, you can share your code here and I’ll try again to understand this backtest behaviour.

02/09/2017 at 8:20 PM #24551 quote

quo
Participant

Average

Thanks Nicolas, this problem happens to me anywhere, it doesn´t matter the system or with stoke i choose. Thanks

02/09/2017 at 8:33 PM #24554 quote
Nicolas
Keymaster

Master
Could you please test this code?
```
defparam cumulateorders=false

if close crosses over supertrend[1,10] then 
buy 1 share at market 
endif 

set target pprofit 50
```
Do you have same result as me? (trade is not stopped at end backtest date = good behaviour)

proorder-mensuel.png
02/09/2017 at 8:48 PM #24557 quote

quo
Participant

Average

you see? trade is closed automatically in the last bar. One month ago i got the same result than you (i mean i would be in).

From first to last available date is selected.

i sent an email 2 weeks ago (before ask here) to soporte@prorealtime.com but they did not answered me yet.

i´ll keep trying

LEGRAND-2.png

02/09/2017 at 8:56 PM #24561 quote

quo
Participant

Average

another system and another stoke.

you see in all of them the vertical black line at the end of the liquidity chart telling us the backtest is tested until the last bar. Strange.

PEUGEOT.png

02/10/2017 at 9:19 AM #24602 quote

Nicolas
Keymaster

Master

Seems that the problem is known at PRT: End Of Day backtests have this behaviour since the last update. This gonna be changed/fix in the next build, this should be in the next days to come.
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