Backtesting – time intervals

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  • #10959 quote
    absent1980
    Participant
    Average

    Hi,

    I just wondered if anyone knows how to test a system in different time intervals (not time frames)?  If your system is designed for bull markets then there is no point to  to do last 5 year backtesting because results will include all sort of market conditions, including sideways and bear markets. At present we can pick only one time interval at a time, however there is no way to obtain a full cumulative report for several time intervals together which would give you more reliable data.

    #10983 quote
    Nicolas
    Keymaster
    Master

    You can make conditions based on date. Please have a look at instructions of “Date and Time” of the documentation here: http://www.prorealcode.com/documentation/category/dateandtime/

    #10987 quote
    absent1980
    Participant
    Average

    Thank you, i didn’t realise that. Filtered by dates.

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Backtesting – time intervals


ProOrder: Automated Strategies & Backtesting

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absent1980 @absent1980 Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by absent1980
9 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/28/2016
Status: Active
Attachments: No files
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