Jump to content
  • 0

PRT Feature request - Auto adition of indicators for backtests and auto traded systems



When backtesting a strategy, or when viewing the performance of an auto traded system, why not have an option to auto add the indicators that are used?


For example, if the strategy makes use of a moving average cross, why not add the moving averages to the price chart automatically?


Without the indicators that are used in the strategy on the chart, it is often times difficult to see why exactly something happened - like the opening or closing of a position. Adding these manually can take quite a bit of time, especially if multiple indicators are used.


Also, and probably more importantly, if you optimize a backtest by adding variables to change indicator values, what will be displayed on the chart and what is used in the backtest will be different - because you would have had to add the indicator to the chart manually. For instance if you add a 15 period moving average to your chart, and then run a backtest to determine if 15 is indeed the best period to use, your backtest will will show results for the best period selected, but your chart will still show the 15 period moving average.


PS: This should be easy enough to implement - all the information is already in the strategy - and can be an option that is toggled on or off.


Does anyone else see value in this?






Link to comment

2 answers to this question

Recommended Posts



Thanks for the feedback. I can totally understand the point you have made with regards to the ProRealTime backtesting and ProOrder facility. I will be sure to pass on the points you have raised to the team at ProRealTime as I can see the value that having indicators used in a strategy are automatically added to the chart that the strategy is applied to. 


With regards to the second point you have made about optimisation I will ask the team at PRT to play close attention to this as it could very much make a great improvement to the backtesting facility and thus many of the ProRealTime users. 


As always thank you so much for the time and thought you have put into these points and do keep these ideas coming! 

Link to comment

Hi Tim,


Here's another one...


In addition to the above, wouldn't it be great if you could click (or doucle-click) on an order in the "Order list" or "closed position list" and for PRT to then auto-scroll to that specific order on the chart? It would make it so much quicker and easier to look at and troubleshoot specific orders that generated huge profits (or losses). Currently, this takes quite a bit of time.


This would apply to backtests as well as auto-traded systems.




Link to comment


This topic is now archived and is closed to further replies.

  • 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...