Unable to save Trading Strategies

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Viewing 15 posts - 1 through 15 (of 15 total)
  • 10/12/2020 at 5:55 PM #147196
    EEC

    This has been happening for quite some time (unable to save trading strategies) and definitely would like a fix.

    After having built and optimized a strategy through the automated feature to build an algorithm (and saving said strategy in PRT), I find that the strategy doesn’t produce the same results the following day because, although each condition to enter the trade are still there in the same order, the conditions have had their trigger changed as to when they are supposed to be triggered.  As an example, if you instruct the algorithm to enter a trade if MACD (12,26,9) crosses over 2.0 (previous period), next time I access PRT to test the same algorithm, said algorithm is changed to enter a trade with MACD crossing over 2.0 BUT in the CURRENT PERIOD.

    Every time I finish an algorithm that produces good results, I have to copy and save to Microsoft Word otherwise I will not be able to re-edit the algorithm to restore it to its original working condition.

    Is there a fix for this / what am I doing wrong?

     

    10/12/2020 at 8:33 PM #147215
    GraHal

    As a first step best you post your code and I and others will look it over to make sure you have coded it to do what you say above?

    I would also save on my platform and run next day and post on here what I get so you can compare with what you get etc.

    10/13/2020 at 7:24 AM #147250
    Nicolas

    If you are optimizing variables (set in the optimization window), then they are not automatically set to a fix value into your code. You have to do it yourself.

    BTW, optimized results window show strategies results without the tick by tick mode enable, therefore you can get slightly different result if you backtest a strategy on its own (not with the optimizer).

    10/15/2020 at 10:55 PM #147518
    OboeOpt

    @nicolas do you mean that results window and Equity curve will be different between having fixed values in optimizer and the same values put in the strategy directly?
    Even with the tick by tick mode enabled in the optimizer?

    10/16/2020 at 8:37 AM #147534
    Nicolas

    No, I was pointing the fact that optimization process is not using tick by tick data, even if the box is checked.

    10/16/2020 at 6:04 PM #147594
    OboeOpt

    My problem is this:

    I have optimized a strategy with good results. I can run the optimizer now with all numbers in the fixed setting and get the same result. I have made a duplicate of this algo and put the same fixed numbers directly in to the algo and then backtest it. Now the result is much worse… I have repeated this process 3 times with the same outcome. Does it have at all to do with what you mentioned above @nicolas or is this another problem?

    (this is not the first time I have seen this. In the beginning  I thought i had messed up and put the wrong fixed values into the algo and had to start all over again. Multiple times I have made a duplicate of an algo and worked with optimization only to find it not saved next time I start PRT. Now I take a copy of the algo to save in word and take photos of the optimized values when I stop for the night so it’s easier to start all over again the day after when PRT has failed to save.  All this because I cant’t trust the program!
    Another issue is that the platform doesn’t save my templates. I have tried all ways to save and it doen’t work. In some templates I doesn”t only lose the equity curves I want to see, it opens totally different instruments than I have chosen.)

    10/16/2020 at 6:28 PM #147595
    GraHal

    How many Algos do you have listed / saved in the Indicator and Backtesting Systems window?

    10/16/2020 at 6:37 PM #147596
    OboeOpt

    This is my new PRT sponsored account since 2 months. I tried to save templates already in the beginnig but it didn”t work. Had the exact same problems with my old account. As of today I have many algos listed. I don”t think that should be a problem in a platform year 2020.

    10/16/2020 at 6:51 PM #147597
    GraHal
    OboeOpt wrote:

    I tried to save templates already in the beginnig but it didn”t work.

    Maybe you are expecting certain things to save when they were never meant to save?

    OboeOpt wrote:

    I don”t think that should be a problem in a platform year 2020.

    I was thinking of the indexing ability of PRT (not memory limitations).

    Just a few thoughts anyway as not lots of other folk are saying they are having the same problems as you are having?

    As an example … I only have saved < 10 Algos and I get none of the problem you mention above.

    Whereas years ago I used to have saved dozens / maybe 100’s and I got loads of Issues similar to what you mention above.

    10/16/2020 at 7:02 PM #147598
    OboeOpt

    I mean to save templates with for example Dax and 4 different algo equity curves. Next time I click that template it can be only 1 equity curve. In some cases the instrument is no longer the same either.

    I just think it”s strange if you are given the option to save more than 10 algos it should work. We all work different with the platform but I don”t that I am asking to much of it.

    10/16/2020 at 7:24 PM #147599
    GraHal

    I agree, but I am just offering a few solutions / work arounds to your problems.

    For example, I just opened my Platform which was last saved as attached and it is still the same as attached (after re-open) showing 4 equity curves + price.

    I have 8 Algos listed / saved and 5 Templates listed / saved.

    10/16/2020 at 7:35 PM #147601
    OboeOpt

    Good that it’s working for you!

    My main problem right now is losing the work that i’ve put in and not be able to get the same result with fixed numbers as with fixed numbers within the optimizer as mentioned above. The other problems within clamps I have adressed earlier here on the forum with no luck. I hope @nicolas can answer the question in #147594

    10/19/2020 at 8:14 AM #147705
    Nicolas
    OboeOpt wrote:

    I can run the optimizer now with all numbers in the fixed setting and get the same result.

    Using the optimizer with or without fixed variables is the same. It will not use at all the tick by tick data (intrabar price movement).

    Only “normal backtest” (without optimization) are using the tick by tick data, so results can get worse depending of how many candlesticks have target profit and stop loss included in the same bar.

    10/30/2020 at 8:30 PM #149053
    OboeOpt

    Just to make sure I understand:

    -Immediately when I have any values in the window “Definition of variables” (with variables or fixed values) then the result shows without tick by tick data?

    11/25/2020 at 7:37 PM #151623
    GraHal
    OboeOpt wrote:

    he result shows without tick by tick data?

    Yes … the results in the backtest Table show without tick by tick being applied to the trades over the backtest period.

    However, when you click on one of the rows then the equity curve will show with tick by tick being applied to the trades over the backtest period.

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