Trading System backtest output variable values

• 01/10/2017 at 12:27 PM #20450
  robdav

  Hi

  I’m sure I tested someone’s trading system on backtest and it gave additional output to the standard backtest screen. Did I imagine this or is it possible to output what certain variable values were at the time of a trade without having to backtrack and find them manaully?

  Many thanks

  Rob

  

  robdav

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  01/10/2017 at 12:34 PM #20454
  GraHal

  Hi Rob

  Ha, I similarly often feel like I’ve ‘dreamt doing soemthing’ but in this case I dont think you have! 🙂

  If you use the GRAPH function then you can see when conditions are met during a BackTest … very useful.

  https://www.prorealcode.com/blog/debugging-probuilder-graph-instruction/

  Cheers
  GraHal

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  robdav

  

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  01/10/2017 at 1:02 PM #20463
  robdav

  Hi GraHal

  I’m not sure I follow this.

  I have been using GRAPH successfully to output variables but I guess what I’m after is a list of trades that would’ve been made on the backtest BUT with the variables listed as additional columns. Is that achievable? I have probably missed something.

  Thanks

  Rob

  

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  01/10/2017 at 4:38 PM #20550
  Nicolas

  You can’t add additional column in the backtest orders window I’m sorry. I know it would be a nice feature 🙂

  What GraHal suggested is good: you could create a new variable to tag the orders you want and GRAPH it while backtesting the strategy. Then, you only have to report to the orders list with the exact same date/time when your tag variable happened to retrieve the orders you want. Does that sounds something near to what you want? 🙂

  

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  01/10/2017 at 5:37 PM #20562
  robdav

  Not quite. I have a system that makes some good and some bad trades. Ideally I would like to output all the trades, good and bad, and what chosen variables were at the time they happened.

  Thanks anyway.

  

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  01/10/2017 at 7:17 PM #20592
  Nicolas

  So GRAPH these variables is your only solution.

  

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  01/11/2017 at 10:57 AM #20678
  GraHal

  Also why not put your desire … BUT with the variables listed as additional columns … to PRT (via IG if you are with IG?) as a suggestion for improvement.

  The mutual benefit of this site thus grows … onwards and upwards! 🙂

  Thanks
  GraHal

  

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