Backtesting – time intervals

absent1980 · Thu, 28 Jul 2016 17:09:02 +0000

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.

This topic has 2 replies, 2 voices, and was last updated 7 years ago by absent1980.

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07/28/2016 at 6:09 PM #10959

absent1980

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.

absent1980
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07/29/2016 at 8:49 AM #10983

Nicolas

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/

Nicolas
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07/29/2016 at 1:54 PM #10987

absent1980

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

absent1980
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