Strategies back test

• 11/17/2019 at 5:44 PM #112970
  mastro

  Hi there,
  once again I am asking for support, this time it is about the ProBacktest, since I am interested in evaluating a few simple strategies.
  Well, here you are what I am facing, when using the ProBacktest: despite I set the period from year 2009 up to 2019, what I can see in the report only covers three years (more or less).
  Now it is not clear to me whether this is because I am missing some point in the way I run the test, or it is because the probacktest utility for the “free” end of day accounts is somehow limited.
  No need to say that running a back test over a 10 years period would give more reliable statistical results then a three years period.

  The historical data are there in the platform, so I thought the back test could use them …..

  Thanks in advance for anybody’s help,

  Have a nice day

  Mastro

  

  mastro

  Participant

  Topics: 4

  Replies: 6

  Been thanked: 0 times
  11/17/2019 at 8:40 PM #112978
  robertogozzi

  Data history depends on TF used, on demo accounts you have 100,000 bars, be it 1-second bars or Daily bars.

  1-second bars is about 1 week to backtest, Daily bars is many years.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17244

  Been thanked: 4108 times
  11/17/2019 at 9:46 PM #112983
  mastro

  Ciao Roberto,

  thanks for the prompt reply, but my question was related to the fact that, despite the database have many years of historical data, when I run a back test, I only get a three years period analysys, and this is irrespective of the fact that I selected a ten years period in the prompted panel.

  Since I am using a demo account, I would like to have a ten years period in my back test, based on daily TF

   

  Thanks again,

   

   

  

  mastro

  Participant

  Topics: 4

  Replies: 6

  Been thanked: 0 times
  11/17/2019 at 10:32 PM #112986
  robertogozzi

  100,000 daily bars are more than 10 years, provided that instrument has enough bars available.

  Moreover, if you select the tick-by-tick your backtest cannot start further than 2010, in v10.3.

  v11 will have tick-by-tick mode built-in, with up to 1M bars, instead of 100K.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17244

  Been thanked: 4108 times
  11/18/2019 at 12:14 AM #112989
  mastro

  So Sorry Roberto, but I am now a bit confused …..

  Here you are a brief recap: I did run the back test on the csspx ETF, using a daily graph, in the period prompt I selected November 15th 2010 as the starting period and November 15th 2019 as the ending period.

  Then I did submit the back test and the report was generated from February 13th 2017 up to November 15th 2019, as to say It covers only two years and nine months, instead of the expected ten years ….

  Clearly there Is something I did wrong, but not sure what ….

  Thanks again for tour patience 🙂

  

  mastro

  Participant

  Topics: 4

  Replies: 6

  Been thanked: 0 times
  11/18/2019 at 12:24 AM #112990
  robertogozzi

  Maybe there’s no more data available for that instrument. If you try on Eur/Usd you’ll see many years.

  You should contact ProRealTime or IG to check this.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17244

  Been thanked: 4108 times
  11/25/2019 at 4:10 PM #113561
  Elodie

  Hi Mastro,

  In order to allow us to analyze your platform, please send us a technical report by following these instructions:

  • As soon as you encounter the issue, go to the “Help” menu on the ProRealTime toolbar.
  • Please assure that the window concerned by this issue is open.
  • Click on “Help center”, then on “I have a technical problem”
  • Choose the category “Automatic trading”
  • Give the name of the code you are referring to.
  • To benefit from a technical help we need you to authorize us the access to the crypted code. To give us a temporary access, please check the box “I authorize the decryption of the codes (…)”
  • Give as many details as possible, explain the issue you are having in the text box and mention
  • Click “Send report”

  This will send us a report containing technical information concerning your platform, which will allow our technical team to run a diagnostic analysis of the issue you have come across.

  Many thanks in advance,

  Elodie from ProRealTime

  

  Elodie

  Moderator

  ProRealTime

  Topics: 5

  Replies: 12

  Been thanked: 7 times
• Author
  Posts