probacktest on limited dates

pableitor · 2019-06-04T13:57:26+00:00

Hi, I would like to test my 5 minutes system on some dates of 2016 which means I have to load 200.000 m5 bars , which takes a lot of memory and time. The question is if theres any trick to load just the historical data between 2 specific dates in the past ?

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06/04/2019 at 2:57 PM #99953 quote

pableitor
Participant

Master

Hi,

I would like to test my 5 minutes system on some dates of 2016 which means I have to load 200.000 m5 bars , which takes a lot of memory and time. The question is if theres any trick to load just the historical data between 2 specific dates in the past ?

06/04/2019 at 3:09 PM #99954 quote

robertogozzi
Moderator

Legend

v10.3 does not allow this, but upcoming v11 WILL, so you just have to wait until your broker supports it. In case you have PRT then you can already use this feature.

06/04/2019 at 3:27 PM #99955 quote

pableitor
Participant

Master

I have an IG account sponsored by PRT, do you think I can use PRT 11 beta with my account ?

06/04/2019 at 3:56 PM #99956 quote

robertogozzi
Moderator

Legend

Yes, as soon as IG supports it. You may ask IG.

09/30/2019 at 6:58 PM #108944 quote

roberma
Participant

Junior

Obviously, IG doesn’t propose the new version yet.

That being said, in backtesting, I would also have to exclude some dates for trading, i.e. when news events are foreseen with major impact.

An idea would be to have lists per security or product, instead of hard coding the dates. Would anybody have tried this in this way or another ?
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