bACKTESTING

charles garner - Mon, 02/20/2012 6:23pm
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bACKTESTING

BACHTESTING bUGS
Back testing engine still not working, same as before the new upgrade.

Designed a very simple formula as follows.

The olch high is greater than the upper
(BB) also the bandwidth is greater than or equal to .02 and bandwidth is less than or equal to .1.

Out of 25 stocks that I ran this morning on paper money using the back testing screen and charts trader Pro.

There was 10 incorrect readings within those 25 symbols.

I would receive a buy signal even when the high was not greater than the upper Bollinger . Also, I would receive a buy when the Bollingerbandwith signal was too high .say it was .12, the formula was set up so it should not go any higher .10.

RR -- I have no idea if you have seen these problems or not, surely you have and it also appears to me that they are not going to listen to what I say. If you have any input with these people please get this problem corrected.

Prodigio seems not to have any ears when it comes to my complaint

Chuck

. charles garner - Mon, 02/20/2012 4:32pm

Online

BACHTESTING bUGS
Back testing engine still not working, same as before the new upgrade.

Designed a very simple formula as follows.

The olch high is greater than the upper
(BB) also the bandwidth is greater than or equal to .02 and bandwidth is less than or equal to .1.

Out of 25 stocks that I ran this morning on paper money using the back testing screen and charts trader Pro.

There was 10 incorrect readings within those 25 symbols.

I would receive a buy signal even when the high was not greater than the upper Bollinger . Also, I would receive a buy when the Bollingerbandwith signal was too high .say it was .12, the formula was set up so it should not go any higher .10.

RR -- I have no idea if you have seen these problems or not, surely you have and it also appears to me that they are not going to listen to what I say. If you have any input with these people please get this problem corrected.

Prodigio seems not to have any ears when it comes to my complaint

Chuck

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David Clay - Mon, 02/20/2012 7:49pm
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Bugs, Prodigio Back Tests

Tonight (20Feb12) they are re-booting the servers again. Maybe we get a patch. I sure hope so. Prodigio is real broken. Perhaps the whole problem is server side. Time will tell if, when or how they will fix a problem that should have been caught long before now.
Good luck,
Dave


Frederic von Ammon - Tue, 02/21/2012 1:08am
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IS THIS A BUG?

I'm getting weird results from backtesting - when I test against the s&p100, all of my trades are in stocks that begin with A. Is that crazy, and is anyone else getting similar results?


Merlin Klotz - Wed, 02/22/2012 6:21pm
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e-mail I sent them today...

I like the look and feel of the recent update…. However, I have a number of issues… me or bugs??

1) Wizard Lab Rule Builder… Scroll is miserably slower than before.
2) Wizard Lab Single OHLC… ignores symbol and does a global search when running back test.
3) Wizard Lab appears to pick random buy dates… likely due to settings and available funds at any one time.
a. Where are any detailed instructions on Settings and what each of the elements mean and trigger?
4) Wizard Lab sell command for purposes of closing all positions for back testing has me stumped. To leave positions open at end of back test often leaves the best gainers unaccounted for while they have tied up available capital. I try to set “Year”, “month” and “day” all equal to “Now” as a trigger.
5) When you change a Rule or strategy do you have to “Save-As” all downstream Rules or Strategies to implement them?
6) Settings does not always go on top… therefore Prodigio appears to lock up and is only released when a system close is attempted bringing settings to the top.
7) Back test appears limited to only the first several letters of the alphabet as settings limitations seem to override.
8) Back test appears to be limited to available funds of specific accounts. While that is obviously needed for Trade optics or Auto-trading for back test purposes, it can unreasonably limit the universe.
9) A current complete set of instructions would sure be nice. If it exists, please direct me to it.

Thanks again for your work on this project.


Road Runner - Thu, 02/23/2012 2:46am
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Back test settings

It sounds like you need to find the back test settings. Press the little gear next to the Simulated/Raw pull-down on the backtest page.

Here is a link to a description in the manual that Mobius, Miss B and I have been working on.

http://rr-corner.squarespace.com/prodigio-manual/2011/11/1/settings-tab....

There is a lot more info on Prodigio on that site also.

Bruce (RR)


Lio k - Thu, 02/23/2012 1:23am
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some updates

so I did some backtesting today to see if the system missed some trades. Well it did, only one trade however. Buy was technically triggered this morning ( as per the back testing result), but nothing in real time. We'll see if i get something in the A.M. IS anyone having issues like this one ?

thx

Lio


Road Runner - Thu, 02/23/2012 2:51am
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Daily time frame?

If you are using all daily OHLC in your setup then you will not get orders filled until the next day. This is because Prodigio needs for the bar to be close before it can test the results.

Check this article out it might help.

http://rr-corner.squarespace.com/rr-blog/2012/1/8/getting-control-of-int...

Bruce (RR)


Drew M - Thu, 02/23/2012 5:56am
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Re: Daily time frame?

If he were using only daily OHLCs then he should not have gotten a hit in back testing. If a trade is indicated in back testing but no trade triggered in live this would seem to indicate an issue of some sort.


Lio k - Thu, 02/23/2012 9:54pm
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Thank you

Thanks for the article Bruce. I will run to version of my system, the original one and the other using the 60 min time frame as suggested in the article.

I got a sell signal at 4 pm exactly. my 2 positions will be close in the morning. thanks again for the article

Capture.JPG

matt huggins - Fri, 02/24/2012 10:48am
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Backtesting

I haven't played with Prodigio for a long time and thought I'd give it another go after this most recent update. Well I am sorry to say it's back to the same ol' thing I gave up a long time ago, inconsistent up time and inconsistent back-testing.

Currently the "Order Management" tools are not working - set a trail stop that is never triggered but by the graph the stop should've been triggered.

I just made a new strat that the Backtester says wins 100% of the time. It's so nice to me that it neglects my stop settings and only records profitable positions, what a nice machine!

**(2/24, 6:48 PST) Backtesting is still out of sorts


Road Runner - Fri, 02/24/2012 12:07pm
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New fangled things like automobiles

I've heard of those automobile things, you'd never catch me in one. Those tires go flat, they run out of gas, a person could even get killed in one.
Course in town they have those new moving picture thingers. I wouldn't mind seeing one of those. Hmmm Maybe if I took a spare tire, made sure the tank was full and wore that damn seat belt thingy. It would sure be faster then walking.

Prodigio is like any other tool we use. It has its strengths and weaknesses and yes maybe a bug or two. But if you learn how to use the strengths to your advantage and work around the weaknesses and report the bugs you can make coin with it. Below is a current snapshot of my account this morning.

I have a smallish account but it is up 16% for the year already.

My theory is, if I learn it early and grow with it I will be stronger as it gets stronger. As long as I don't let myself get stuck where I'm at now (Note to self: Make sure there is a Jack in the trunk)

Prodigio Trading Platform [build 4.0.png

matt huggins - Fri, 02/24/2012 12:46pm
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RTS Trades

I understand where you're coming from, Prodigio is still fairly new. I have one question though, did you manually put those trades on in your picture above or did RTS do it? Also, are those the only trades you've made YTD?

I'm naturally cynical, but I'm also an optimist (don't ask how that works but it does), I would really like to see some screenshots of peoples LIVE accounts YTD or even further back in time. I am incredibly skeptical, but like I said before I want this software to work correctly just as much as the next person.


Road Runner - Fri, 02/24/2012 1:27pm
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Hi Matt, That is just a

Hi Matt,

That is just a current snapshot from this morning, I have made 80 trades so far this year. many more if you count Add to Positions. And I consider myself a swing trader :)

I let Prodigio find all of my trades. I do manually set stops at support and resistance lines but I would say 50% of my exits are managed by Prodigio. And like with my ARQ trade, Prodigio took the trade on the 21st, yesterday I woke up with $200 in profits so set a stop that covered about half of that. So the market comes down and gives me my $100 and then shoots for the sky. I'm generally the biggest hole in this program.

Bruce (RR)