ProBacktest is dedicated to a atrezzo ProRealTime backtesting. Its syntax is similar to that of ProBuilder. This gives a compatibility that allows for example to introduce the conditions on the indicators created with the help of ProBuilder.
It is thus a kind of BASIC language, with which you can build your own automated trading systems capable of being applied to the prices quoted on any instrument ProRealTime. Prices are
- the opening quotation of each bar
- the closing price of each bar
- the highest of each bar
- as de bassso each bar
- the number of shares traded.
backtests developed under ProBacktest are represented on the screen with the arrows that indicate the levels of buying and selling that correspond to your system. In addition, ProBacktest calculates the equity curve that shows the performance of your system. The equity curve is an indicator
above quotations. The
Interpretor ProBacktest assess the data of each bar of the price from the oldest to the most recent, and runs the formula developed in the language to determine if any orders to be simulated on each bar.
Simulation of the switching
orders An order is a command that specifies: the direction of the transaction to be simulated, the number of securities involved, the manner of performance, as well as the execution date. One or several of these parameters can sometimes be omitted, depending on context. The
window Creation Assistant "is composed of several buttons (Buy, Sell, discovered buyback) that allow you to define your terms of purchase and sale. Then you can define the money management of your strategy by clicking on the "Capital management", click "Stops." Finally, click on the button 'OK' to generate the program associated with your strategy!