Data Units – How much is enough for reliable backtesting

Donovan Meuwsen · 2021-03-26T06:02:02+00:00

Hi all, Backtesting with ProRealCode/ProRealTime is a fantastic tool, but I only have access to 2000 Units of data via my broker. This seems to often return limited signals in Automatic Trading Systems. A sample of 5-20 entries/exits is not enough for reliable testing in my opinion… Please give me your feedback and insight. Thanks !

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03/26/2021 at 7:02 AM #165378 quote

Donovan Meuwsen
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Hi all,

Backtesting with ProRealCode/ProRealTime is a fantastic tool, but I only have access to 2000 Units of data via my broker.

This seems to often return limited signals in Automatic Trading Systems. A sample of 5-20 entries/exits is not enough for reliable testing in my opinion…

Please give me your feedback and insight.

Thanks !

03/26/2021 at 9:37 AM #165384 quote

GraHal
Participant

Master

Maybe your entry conditions are too restrictive and therefore seldom met?

What timeframe are you using? Have you tried quicker / short period timeframes?

03/26/2021 at 6:48 PM #165440 quote

PeterSt
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Master

Donovan Meuwsen wrote:

but I only have access to 2000 Units of data via my broker.

I would say that 20000 is some strange amount. I thought that the general consensus was that we would be able to get 1000000 (1M) units (with Premium PRT account), regardless the broker ? … possibly I am wrong there.

No, with 20000 units you can’t do a thing. Maybe it is a good idea to contact your local PRT support about this.
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