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


Guest jithzoom

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Guest jithzoom

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/

 

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6 answers to this question

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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

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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!

 

 

 

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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

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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

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Guest Finite

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.

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