Trading System backtest output variable values

robdav · 2017-01-10T11:27:24+00:00

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

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01/10/2017 at 12:27 PM #20450 quote

robdav
Participant

Veteran

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

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

GraHal
Participant

Master

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

robdav thanked this post

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

robdav
Participant

Veteran

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

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

Nicolas
Keymaster

Legend

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? 🙂

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

robdav
Participant

Veteran

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.

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

Nicolas
Keymaster

Legend

So GRAPH these variables is your only solution.

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

GraHal
Participant

Master

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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Trading System backtest output variable values

ProOrder: Automated Strategies & Backtesting

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robdav @robdav Participant

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This topic contains 6 replies,
has 3 voices, and was last updated by GraHal
9 years, 8 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/10/2017
Status:	Active
Attachments:	No files