1M Units backtest not working

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06/02/2020 at 10:38 AM #134179 quote

MajorBasse
Participant

Average

Hello

I´ve been running some backtests this morning with 1 hour timeframe 1M units successfully. The backtests have been starting in 2015 without any problem whatsoever. However, when running the most recent backtest, it would only backtest from march 2020. I tried switching timeframe, without tick by tick data and even restarting the program, but nothing works. The program simply refuses to run the backtests from 2015 as it did successfuly this morning. What have gone wrong? I am on ProRealTime Premium V11.1

Thanks

06/02/2020 at 11:55 AM #134189 quote

GraHal
Participant

Master

MajorBasse wrote:

as it did successfuly this morning

Same Instrument as this morning?

06/02/2020 at 12:27 PM #134201 quote

MajorBasse
Participant

Average

Yes that´s correct. Ran 10 instruments without any problem, and now I couldn´t even run one on 1M units

06/02/2020 at 1:55 PM #134214 quote

Nicolas
Keymaster

Master

1 million units is only possible in historical mode, but some instruments & timeframes don’t have enough history in order to plot 1M bars.

06/02/2020 at 2:33 PM #134219 quote

MajorBasse
Participant

Average

I understand Nicolas, but if 1M bars are plotted correctly on the chart, why is it not possible to backtest on these? Especially when it has worked for me the last couple of days. See the attached image.

prorealcode.png

06/02/2020 at 2:57 PM #134223 quote

Nicolas
Keymaster

Master

How did you set the start period of the backtest?

06/02/2020 at 3:12 PM #134228 quote

zilliq
Participant

Master

How can you do a backtest on 1 M (Historic mode). I try on my premium 11.1 but I stop, because with a simple code it take hours and hours ???

250 000 units take approximatively 6-8 hours for 10 000 combinations …

Impossible to use it 🙁

06/02/2020 at 3:35 PM #134232 quote

GraHal
Participant

Master

zilliq wrote:

250 000 units take approximatively 6-8 hours for 10 000 combinations …

MajorBasse may just be backtesting (no optimising) and you are talking about opitimising surely zilliq?

06/02/2020 at 4:40 PM #134241 quote

zilliq
Participant

Master

Yes @Grahal optimising, but what do you mean backtesting without optimizing ?

If I test 3 parameters on 1 millions units in a simple algo (no For/Next, may be 50-100 lines) it take more than one day

For me 1 million units is a very good thing but who can not be used sadly

06/02/2020 at 4:56 PM #134245 quote

GraHal
Participant

Master

zilliq wrote:

but what do you mean backtesting without optimizing

Running with fixed values … no variables … in order to test what performance was like historically with those fixed values.

06/02/2020 at 4:58 PM #134246 quote

Nicolas
Keymaster

Master

zilliq wrote:

backtesting without optimizing

A simple backtest without any optimisation of variables. I can’t understand why it takes so long on your account with a “simple algo”. In order to help you, would it be possible to test a dummy strategy and post the code in order to compare please?

zilliq thanked this post

06/02/2020 at 5:49 PM #134263 quote

zilliq
Participant

Master

Of course Nicolas. As I couldn’t use it I don’t renew my subscription to the premium and have actually the complete 11.1 and optimize only on 100 000 units (take may be 2-3 hours)

The next time I will re-test the premium I will post code and time, I promise

06/02/2020 at 5:59 PM #134264 quote

GraHal
Participant

Master

zilliq wrote:

have actually the complete 11.1

Do you mean the Complete 10.3 ??

I thought the Complete version is the 10.3??

06/02/2020 at 6:42 PM #134278 quote

robertogozzi
Moderator

Master

There’s both a COMPLETE and a PREMIUM v11, as well.

GraHal thanked this post

06/02/2020 at 7:05 PM #134284 quote

GraHal
Participant

Master

Oh yeah, but those of us who are in the UK and with IG have only the Complete v10.3.

Do users from any other Nations who are with IG have PRT Complete v11 … does anybody know please??
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