Candlestick limit on tick-by-tick data

• 10/14/2020 at 9:53 AM #147377
  Tester1960

  Dear All,
  I have been running ProRealtime back tests on 100,000 candlesticks on tick by tick data for several months now. But as of yesterday the system will only allow back tests to be run on up to 2500 candlesticks. Please can you tell me is this a permanent change and if so why? Is there an enhanced service which will allow larger numbers of candlesticks to be tested? I hope to hear from you soon. Thank you.

  

  Tester1960

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  10/14/2020 at 1:04 PM #147404
  GraHal

  I just ran a backtest on 100,000 bars no problem.

  I think your platform is telling you that in your strategy there are more than 2500 bars where your set levels for TP and SL are hit within the same bar and so the Platform is limiting you to 2,500 bars backtest?

  Try raising your TP and SL levels to levels where you can backtest on more than 2500 bars?

  Let us know how you get on please?

  

  GraHal

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  10/15/2020 at 8:46 AM #147452
  Tester1960

  Thank you GraHal,

  The problem is the TP and SL levels are central to my strategy. If I raise them I will get completely different results.

  I still don’t understand why this issue has only just come up. I have been testing very similar strategies for months. I will experiment further and report back.

  

  Tester1960

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  10/15/2020 at 9:31 AM #147454
  GraHal

  Tester1960 wrote:

  I have been testing very similar strategies for months.

  Depends on TF.

  If you have TP and SL at, for example, 40 on 1 Min TF then both TP and SL will likely NOT both be hit in the same bar > 2500 times over 100,000 bars backtest.

  But if you use TP and SL at, for example, 40  on 1 hour TF then both TP and SL likely WILL both be hit in the same bar > 2500 times over 100,000 bars backtest.

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  robertogozzi

  

  GraHal

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  10/15/2020 at 10:45 AM #147459
  phoentzs

  I have the same problem. constantly the message that tickbytick data is not sufficient. although i haven’t changed anything in my system. any dax breakout system or london breakout can no longer be started tickbytick. where is the problem all of a sudden?

  

  phoentzs

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  10/15/2020 at 10:57 AM #147461
  phoentzs

  Restarting the platform does not solve the problem. was something changed? or is there a problem? systems fail in rows because they can no longer be tested.

  

  phoentzs

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  10/15/2020 at 12:57 PM #147477
  Tester1960

  I have tried removing the TP which is rarely hit anyway but I still have SL and Trailing Stops which can both be hit in the same bar.

  I was testing the same strategy as recently as last Saturday 10th October 2020 without any problems – so there must have been a change in the ProBacktest parameters since then. This means that instead of testing my strategy on 6 months of data I am now limited to approx. 1 week. Hardly the same service. Can anyone tell me why the change?

  

  Tester1960

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  10/15/2020 at 1:01 PM #147479
  Nicolas

  I stumbled upon the same problem today. We are investigating about it, please be patient.

  

  Nicolas

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  10/15/2020 at 3:51 PM #147495
  Nicolas

  An update is planned for tomorrow to fix this issue introduced in the version that was pushed in live on Tuesday.

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  phoentzs, Paul, GraHal, Tester1960

  

  Nicolas

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  10/16/2020 at 2:00 PM #147565
  Nicolas

  The update is here, to get rid of this annoying error message, just relaunch your platform.

  

  Nicolas

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  10/16/2020 at 6:00 PM #147593
  Tester1960

  Thank you Nicolas all is working well now 🙂

  

  Tester1960

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