Why does ProBacktest shows my position closing 3 times?

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  • 01/11/2020 at 6:35 PM #116450 quote
    J.
    Participant
    Average

    In the closed positions tab I see my order gets closed 3 times with 2 of them having 0 bars. Notice the attachment below.

    Why does it do this?

    weird-backtest.png weird-backtest.png
    01/11/2020 at 7:15 PM #116455 quote
    Fran55
    Participant
    Veteran

    This is foro cumulateorders=true.

     

    I think is a problem if backtest.

     

    Un my backtest suceed too.

    01/11/2020 at 7:24 PM #116456 quote
    J.
    Participant
    Average

    So are my backtesting results still accurate at all?

    01/11/2020 at 8:36 PM #116461 quote
    Fran55
    Participant
    Veteran

    Yes… But Skip this operations.

    01/11/2020 at 8:58 PM #116462 quote
    Juan Salas
    Participant
    Master

    Hi J,

    This is the way PRT shows you operations in the backtest.

    If you cumulate 3 contracts in one operation, PRT will treat them like one. When that operation is closed, the backtest normally share the same benefits between the three of them, and place 0 bars to 2 of them, and the total number of bars to the last one.

    Example: If you have an operation with three contracts and the total gain is 36€, and it has taken 54 bars, if the operation is closed by your strategy, the backtest will show you three operation of 12€ each of them, and one of the operation will shows 54 bars and the other two 0 bars. It is the way PRT reflect it in the backtest.

    01/12/2020 at 2:05 AM #116475 quote
    Fran55
    Participant
    Veteran

    And the mfe and mae in the Ghost operations???

    01/12/2020 at 2:14 AM #116476 quote
    J.
    Participant
    Average

    Got it Juan, I checked and there were indeed 3 positions. These were closed at the same time and the total profit was equally divided over the 3 of them.

    I hope partial closing and keeping track of multiple orders individually by some kind of index will be possible in PRT eventually. This would make PRT the perfect system.

    Thank you very much Juan.

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Why does ProBacktest shows my position closing 3 times?


ProOrder: Automated Strategies & Backtesting

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J. @j_slowly Participant
Summary

This topic contains 6 replies,
has 3 voices, and was last updated by J.
6 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/11/2020
Status: Active
Attachments: 1 files
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