AMQParticipant
Senior
Hi everyone,
I’ve seen the tremendous work @Nicolas has put into Prorealquant and the update released today.
I already use Prorealquant, and I’m planning to try out ProrealAI soon.
I’ve been wondering lately if it might be possible to run backtests using AI. In Spain, I don’t have the option to access 1-minute (1M) candle data through the PRT/IG integration. After discussing this with @Turame, I learned that IG only allows downloading 5-minute (M5) data going back a maximum of one year.
The goal is to speed up strategy development and ultimately validate robustness within PRT.
Given the data update in Prorealquant, I was wondering if it would be feasible to download eight years of M5 data for the Nasdaq 1€ instrument. This would allow for the reconstruction of H1 and D1 candles within PRT, enabling AI-based backtesting of early-stage strategies.
Many thanks.
Alfonso
Through the IG API, it’s indeed impossible to retrieve more than one year of data. The data series available in ProRealQuant don’t come from IG, the main reason being this limitation 🙁
I’ve noticed a few minor issues with the application; I’ll fix them tomorrow. I’ll also add the M5 for the Nasdaq as you requested; the 8 years of backtesting might be too intensive, we’ll have to check!