extending backtesting range

• 04/09/2017 at 6:55 PM #31521
  Francesco78

  Hello everyone,

  I have come up with a strategy on Ftse mib, based on the idea to take the opposite direction of the market after a day in which the market has moved at least 150 points, with a vol filter because I have the impression the strategy work if volatility is not too low. I also added and antimartingala, increasing the position step by step if the strategy remains positive.

  I saw that many people are posting backtesting on 30 minutes time frame with more than 100, 000 observation. I was wondering if you can help me in extending the backtesting range in this case as it looks really cod the last 2 years but I dont think is enough to be confident to use it on real. The code is attached.

  MAny thanks.

   

  Francesco

   

  

  Francesco78

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  04/10/2017 at 8:13 PM #31670
  Derek

  Hi Francesco,

  200.000 bars are available on PRT if the datastream from Prorealtime is used.

  So, if you are with IG 100.000 is the limit. I don’t know about Interactive Brokers, though.

  regards,

  Derek

  

  Derek

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  04/11/2017 at 12:18 PM #31714
  Francesco78

  thank you Derek, yes I figured that out, Im trying to talk with IG to see if there is a way to get sponsored for the premium version

   

  

  Francesco78

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  04/11/2017 at 1:53 PM #31721
  Nicolas

  PRT-CDF Premium account features: https://prt.md.it-finance.com/IGIndex/features_premium.phtml?locale=en_EN

  You’ll get 200k bars from there.

  

  Nicolas

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  04/11/2017 at 1:59 PM #31724
  Francesco78

  Thank you Nicolas, I have asked IG if they can provide the upgrade

  

  Francesco78

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