Jump to content
  • 0

PRT Suggestions - backtesting and automation enhancement


Guest Stef

Question

Hi All,

 

Some additional features that would be a welcome addition to PRT...

 

1) Walkforward testing. Problem with backtesting strategies is the optimization of variables specific to the testing period. Without the ability to walkforward (test a period for which the strategy was not optimised), it is easy to create systems that tests well, but trade poorly in real life. Though it is possible to do walkforwarding manually, it is very time consuming and error prone.

 

Most decent testing platforms support this feature.

 

2) Look-Inside-Bar Back-testing.  Currently, if you have a stop and a limit, PRT does not have the ability to determine which is triggered first, if both are triggered within the same bar when backtesting. LIB solves this problem. Platforms such as Tradestation provides this type of functionality.

 

3) Disabling variables. This is just annoying and a huge time waster. Before you can enable a system for auto trading, you have to remove all the variables that you created when backtesting. But then, when you decide to do some more testing, you have to recreate all the variables again from scratch; including name, min, max, and step value. Do this a couple of times and you realise this is not the best way.

 

4) Margins. Used to be there, and now is gone. %Gain (and capital needed to trade a system) is not correct if margin is not taken into account.

 

I've posted previously about some other enhancements that I believe are currently lacking - such as being able to create test templates; where the initial capital, date ranges, spreads, commissions, etc. can be specified once and then used for testing multiple strategies, etc.

 

I would appreciate some comments and additional suggestions.

 

Regards

Stef

Link to comment

2 answers to this question

Recommended Posts

Number 2 is important, and maybe some kind of warning should be in place when starting the backtest?

 

about number 1 i am not sure if this helps but you can choose date and time when optimize a backtest, you can optimize 2015-01-01 - 2016-01-01 and then run the backtest from 2016-01-01 to 2016-03-17

 

about number 3 you can duplicate the system with variables and then only change the system you run in proorder

Link to comment

.

 

2 - That is exactly how I do the walkforwards currently. Would just be so much quicker and easier if this was a feature of the product.
3 - True. Again, I feel this should be a feature. If you have to duplicate each system you end up needing to maintain both sets. Over time they can easily get out of sync.

Link to comment

Archived

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

  • image.png

  • Posts

    • Recently, U.S. Senator Bill Hagerty from Tennessee spoke at the Bitcoin conference, stating his efforts to push for Bitcoin-supportive legislation to promote freedom and opportunity. This year, cryptocurrency has become a key battleground in the election campaigns. It remains to be seen whether future policies on cryptocurrency will improve.
    • The digital landscape is undergoing a profound transformation as attention, once a freely given commodity, is increasingly recognized as a valuable asset. Layer3 is at the forefront of this revolution, pioneering a new economy where attention can be owned, traded, and monetized   This innovative approach empowers individuals to monetize their engagement, providing unprecedented control over personal data. Simultaneously, advertisers benefit from transparent metrics that optimize campaign performance. Content creators are presented with diverse revenue avenues beyond traditional advertising, while the overall ecosystem experiences a more equitable distribution of value.   The implications of Layer3 extend across various sectors. Social media platforms, for instance, can leverage this technology to revolutionize user engagement and monetization strategies. Tokenomics play a crucial role in driving Layer3's economy, incentivizing participation and rewarding value creation. While challenges such as data privacy and market volatility exist, the potential benefits of Layer3 are immense   Anticipation is building as its native token $L3 is on Bitget Pre-market as users await its listing on the exchange. This milestone is expected to significantly increase the token's visibility and accessibility, potentially driving substantial growth and attracting new investors. As the countdown begins, the crypto community watches with keen interest, eager to see how Layer3 will perform in this new chapter.
    • I've been exploring the world of play-to-earn gaming recently, looking for something that's not just about endless grinding but actually offers a fun and rewarding experience. OGC really stood out to me because it combines gaming with a sense of community in a unique way. OGC isn't just a game; it's a platform where you can play, earn, and even help shape its future. You're not just a player; you're part of a community with a voice. The idea of earning crypto while playing games is exciting, but what makes OGC special is its focus on community involvement. Your feedback can directly influence the development of the game, which is a big deal. I've also heard that the OGC token is available for pre-market trading on Bitget. While I'm still getting to know the platform and its features, it's definitely something to keep an eye on. Has anyone else tried OGC? What has your experience been like? I'd love to hear your thoughts and any tips you might have.
×
×
  • Create New...
us