Trick to select/filter results on Backtest ;-)

• 03/19/2021 at 12:07 PM #164644
  zilliq

  Hi Guys,

  As you know we can’t do backtest on our own indicators (I hope it will be possible in future versions of PRT) (Only maxdrawdown, % win and so on..) and we can’t filter with our indicators

  I thought about a “trick” snippet I want to share (With 100 000 units). Not perfect but may be helpful

  if zscore>0.5 and barindex>50000 then quit endif

  1 2 3

  if zscore>0.5 and barindex>50000 then quit endif

  For example with this code, the first results on backtest would have only zscore>0.5.

  Because if results would have zscore<0.5 after 50 000 bars the system stop, and profit stop too

  If you have some ideas to improve this snippet and filter results on backtest please share

  Have a nice day

  Zilliq

  

  zilliq

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  03/19/2021 at 1:16 PM #164655
  Nicolas

  Thanks for the tip, but some of us already use that idea, i can remember a topic about it, need to dig into the forum, i’ll try to find it.

  

  Nicolas

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  03/19/2021 at 1:21 PM #164660
  Nicolas

  Way to filter results of backtests according to a max drawdown you can set: https://www.prorealcode.com/topic/backtest-sorting-by-lowest-drawdown/page/2/#post-97047

  Based on this trick, you can QUIT (and therefore discard) strategies on any event you can imagine: X losses in a single row ; X orders gain > Y% of equity ; etc..

  1 user thanked author for this post.

  zilliq

  

  Nicolas

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  03/19/2021 at 1:36 PM #164667
  zilliq

  Thanks Nicolas I haven’t see this post

  I find this little snippet useful until they improve the backtest on future versions

  

  zilliq

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  03/19/2021 at 1:40 PM #164669
  zilliq

  I see this  2018 post, and I think it’s important to add a number of bars

  Because with some indicators (generally based on money management) the results can be erratic at the beginning

  Bye

  

  zilliq

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