Backtest time period

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  • 02/18/2020 at 4:23 AM #119811 quote
    IRP
    Participant
    New

    When devising a trade via the platform with the automated feature that obviates the need for programming, I set the data points to 100,000 so I can backtest as far back as possible.  In the case of a 30 second time interval, the platform “only” goes as far back as 02/13/2020.  “My question is: Is there any way to go further back in time while respecting a test interval with 100,000 data points in the chart time line?”  It is crucial to be able to test further back in time to gain a higher degree of validation for the trading algorithm.

    Many thanks

    02/18/2020 at 5:50 AM #119814 quote
    robertogozzi
    Moderator
    Master

    100K bars is the maximum limit on demo IG accounts (200K on real accounts) .

    When upcoming v11 (now available for PRT’s users) will become available also for IG customers (IG is working to make it happen soon), 1M bars will be available for backtesting.

    02/19/2020 at 1:14 AM #119908 quote
    IRP
    Participant
    New

    Grazie Roberto!

    Have you any idea as to when V11 will be available for IG real accounts?

    02/19/2020 at 1:48 AM #119909 quote
    robertogozzi
    Moderator
    Master

    No, it is rumored that next April, or at the latest in May, IG should have it.

    02/19/2020 at 8:40 PM #119987 quote
    SuperMike
    Participant
    Senior

    Roberto, sorry, but there is absolutely no information and no rumor… so April or next December 😉

    It’s not 200K on real accounts, it’s like on Demo, just 100K.

    02/19/2020 at 8:46 PM #119988 quote
    Vonasi
    Moderator
    Master

    Roberto perhaps described it incorrectly. You can get 200K by signing up for an IG account via ProRealTime but you must meet certain trade amounts to maintain it.

    v11 will have the ability to provide much larger amounts of back test data but how much you get based on whether you have an IG direct account, a PRT account or are basic or premium or whatever levels PRT and your broker decide upon we will all just have to wait and see.

    At the moment we just have to wait to see what is available and to who.

    02/19/2020 at 8:49 PM #119990 quote
    SuperMike
    Participant
    Senior

    Exactly Vonasi, I’m very curious to see if we will have a full data with the million sticks… if not I will be very disappointed to stay at 100k like now…

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Backtest time period


Platform Support: Charts, Data & Broker Setup

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This topic contains 6 replies,
has 4 voices, and was last updated by SuperMike
6 years ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 02/18/2020
Status: Active
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