Jump to content
  • 0

prorealtime backtesting -- when is the new backtesting engine available( with tick data)


jithzoom

Question

Hello,

 

Currently  the current version of prt that IG uses does not have intra candle data and hence strategies are showing incorrect results as it doesn't know whether stoploss occurred before target achieved.

PRT has released the new version in Otober 2016 and how long we have to wait to get that version of PRT.

 

Autotrading is useless with current version of PRT and kindly make available  new version of PRT asap.

 

SEE THE BELOW LINK

 

https://www.prorealcode.com/blog/video-tutorials/tick-tick-backtest-engine-probacktest/

 

Link to comment

6 answers to this question

Recommended Posts

  • 0

Hi , thanks for the post.

 

Our aim is for all clients to be updated to the latest version in the coming months and ideally by the end of Q1, however this is very much subject to testing and work volumes so we cannot set a date I'm afraid.

 

Many thanks for your patience in the meantime!

 

Thanks,

Hannah

Link to comment
  • 0

Thank you for your reply Hannah,

 

Its good to know that the goal is to make the new version available to IG customers. I just wanted to say thank you and throw my voice behind this issue. It is a very crippling one. I don't personally use the auto-trading feature but it obviously effects back-testing and means that I am unable to reliably use PRT for backtesting.

Link to comment
  • 0

Hi Team,

 

No matter what i do on Pro Real Time i only get 2 years of back test data ?

 

Back test data only goes as far back as 2nd October 2015, i have tried setting a date and also using the chart areas which changes as normal but once i run the back test it reports my dates  always from 2nd October 2015  to current date ??

 

Please advise.

 

Yohan

Link to comment
  • 0

Hi  if you change the time frame and number of units at the top of the chart with the backtest on it will give you more data e.g. 10000 daily units on Wall Street goes back to 1976 when I tested this.

 

If that doesn't solve it for you please send in a technical report via ProRealTime so we can look into this and flag for my attention: Help > Technical support > Automatic Trading. Ensure you allow authorization to view your code as this will be needed to recreate your issue.as well as steps to replicate, then send the report.

 

Thanks!

 

 

 

Link to comment
  • 0

Great - That works now. Had to use units on the graph to modify the back test time frame. For some reason if you chose some other time frame in the back test configuration window itself it doesnt work. You must set the graph to the time frame and in units.

 

To clarify further if you set the graph to anything other than units i dont think this works for back testing , only for the chart display.

 

So if you want to back test play with the unit size and you should get there .

 

Thanks

 

Yohan

Link to comment

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
  • Posts

    • Sainsburys full year earnings and Unilever’s first quarter trading update both say the same thing, UK consumers are in for higher prices. The war in Ukraine, supply chain issues and the effects of ongoing Covid all to blame.      
    • US Dollar (DXY) Daily Price and Analysis US Q1 GDP may stall the greenback’s advance. A 20-year high nears for the US dollar. The multi-month US dollar rally continues with the greenback printing a fresh high today ahead of the first look at US Q1 GDP at 12.30 GMT. The US dollar basket (DXY) has been boosted by renewed weakness in the Euro and the Japanese Yen, as investors move from lower-yielding to higher-yielding currencies, while safe-haven flows continue to benefit the greenback. The US growth release later in the session is expected to show a sharp slowdown from the robust Q4 figure of 6.9%. The markets are currently pricing in growth of just 1% for the first three months of this year, with the slowdown mainly due to a reduction in inventory accrual over the quarter. This release is unlikely to move the greenback, unless there is a large miss or beat, as the Fed believe that 2022 US growth will be robust enough to let them tighten monetary policy sharply without damaging the economy. The latest US Core PCE data – the Fed’s preferred inflation reading – is released on Friday and this may have more effect on the US dollar than today’s GDP data. For all market moving economic data and events, see the DailyFX Calendar. The ongoing US dollar rally has been aided by weakness across a range of G7 currencies including the Euro, the Japanese Yen, and the British Pound. The Euro continues to battle with lowly growth expectations, exacerbated by energy concerns, the British Pound is mired by weak economic data, while the Japanese Yen is in freefall as the BoJ continues with its ultra-loose monetary policy.   The US dollar continues to press higher and looks set to break above 103.96, the March 2020 high. Above here the US dollar would be back at levels last seen nearly two decades ago. The March resistance will likely hold in the short-term, especially with month-end portfolio rebalancing at the end of the week, but US dollar strength is set to continue in the months ahead. USDOLLAR (DXY) WEEKLY PRICE CHART – APRIL 28, 2022 {{THE_FUNDAMENTALS_OF_BREAKOUT_TRADING}} What is your view on the US Dollar – bullish or bearish?   Apr 28, 2022 | DailyFX Nick Cawley, Strategist
    • While Tesla has nothing directly to do with Elon Musk buying Twitter - TSLA stock closed down 12% on news that Musk may have to sell stock and use other holdings to stand against the loan to finalise the purchase of the social media giant.        
×
×
  • Create New...