Good morning,

I have a question for which i was not able to find an answer at Your forum so far.
Please forgive me my grammar mistakes, i'm rookie in english.

So:
i've found some 'automatic strategies' which i would like to test, and there is a historical

tester tool. The thing is, it doesn't let me test strategies "on real-time, progressive data".
It is only about 'previous' data.

I can, of course, run strategies on demo, but it has some problems, because:

1. i'd like to run simultaneously few [ many ] strategies at once [at same currency pair ], for

same time, to be able to compare results with care.

To do this, i need report, just a "normal, precise report" - kind of report which we get from

historical tester. Problem is, when we'll launch multiple strategies on one demo jforex

instance, all operations created by all strategies will be put into "same basket of report" - i

mean - all operations etc from all the strategies launched, will be put just in ' portfolio

statement/position report'. There is no way to "sort" positions, operations etc by 'which

strategy made which operation", see what was p/l of which strategy etc. That kind of testing is

than useless.

I can, theoretically, make many demo accounts and run many instances of jforex at once, but it

just feels... like not very smart solution. It would propably be problematic from the technical

point of few also [ i have only 4 gb ram ].

Historical tester can be opened many times in one instance of jforex, and it creates just fine

reports, and it runs just fine even with many strategies launched at once.

Once more, to sum my little problem up:

1. i'd like to run, at once, at same currencies, for same time and period, at real-time progressive data, multiple stragies
2. i'd like them to not interfere in other strategies work in any way
3. i'd like them to create reports, a one distinctive report for one distinctive strategy, a report that would look just as those as historical tester makes, or those which we

can find at portfolio/position statement/position report.

How can i do that?

It would be so trivial if the 'historical tester' has 'real-time progressive data' kind of option.

Thank You in advance for Your time and help,

regards
nine99

Here is one solution:
1) You run several demo accounts with one strategy each.
2) You use a sync tool to send all the executed positions to a receiving account. There all signals are accumulated into trades on one account only.

This way, you can analyse
a. Each demo account success by performing one strategy
b. The combination of all of them on the receiving account.

We developed such a tool, called Synchronisator.
It can send signals from ---> to
JForex / MT4 --> JForex / MT4 / IB / F4P

so JForex --> JForex is trivial.

SFXBernhard
https://www.stash-trading.com

Hi,

Could you explain what you mean with 'real-time progressive data'?

How do you want to have reports like the historical tester generates on real-time? The Historical tester generates the report when the test is finished. What will be the 'end' if you run the strategy live? When do you want this report to be generated? After every order close? After every day, every week or month?
Or you just want to see/get the P/L of every order? And/or see how your equity looks like after days, weeks?
Keep in mind that if you run multiple strategies on the same account, of course your equity is modified by all of these strategies.


Some random ideas, which could help you further (but still not sure what you are up to):
- If you only what get the P/L of a certain order to be placed in a 'report', during order close you can get this value in the strategy.
- You can use the label and/or comment field of an order to uniquely identify it. You can use different label/comment prefix for all the different strategies, so you can identify which order was created by which strategy.
- A strategy could use a Set where you store the orders that were initiated by the strategy. At a certain point in time, when you want the 'report' to be generated, you can just go through each strategy's own Set of orders, and 'create' the report.

Hi,

Could you explain what you mean with 'real-time progressive data'?
xxxxxxxxx

Hi,

by 'real-time progressive data' i mean just running them at Real-Time, sorry for complicating that unnecessary. I think that to test and compare strategies 'truly', they must be run all on the 'real-time' and at the... 'same real-time', at the same moment. That is because every delay of sending order, or loss of connection, or any other kind of 'problem' that may happen, will be - in that scenario - applied identically to all strategies, so only in that scenario we could really see how they are working at 'real environment' compared to each other.

xxxxxxxxxxxxxxx

How do you want to have reports like the historical tester generates on real-time? The Historical tester generates the report when the test is finished. What will be the 'end' if you run the strategy live? When do you want this report to be generated? After every order close? After every day, every week or month?

xxxxxxxxxxxxxxxx

Reports on real time are generated, well, all the time - i mean by that things like intraday statement, or position report. You open position - they update, price is changed one pip - they update. They update all the time. The only feature they 'lack' is to make me opportunity to 'sort' data included in them in a way, that could show me only data that has been made by particular strategy, one of many running at the same time.

xxxxxxxxxxxxxxx
Or you just want to see/get the P/L of every order? And/or see how your equity looks like after days, weeks?
Keep in mind that if you run multiple strategies on the same account, of course your equity is modified by all of these strategies.
xxxxxxxxxxxxxx

Yes, You're right of course. I understand that. All i want to do is to view 'list of all positions' that particular strategy made, single strategy, not all of those who are running at the time.

xxxxxxxx

- You can use the label and/or comment field of an order to uniquely identify it. You can use different label/comment prefix for all the different strategies, so you can identify which order was created by which strategy.


- A strategy could use a Set where you store the orders that were initiated by the strategy. At a certain point in time, when you want the 'report' to be generated, you can just go through each strategy's own Set of orders, and 'create' the report.

xxxxxxxxxx


And that is what i was asking for

Thank You for help.

Hi,

Could we say that you want a kind of logging in the strategy? You can log whatever you want (price change, order submission, TP/SL change, order close, etc), and because the logfile is updated real-time, that could be actually your report.

If this is something that you can use, it is pretty easy to let every single strategy write to its own logfile, so you are separating the 'actions' of the strategies.

Take a look on this old topic about how to create and write to a logfile.

Hope this helps...