Data Units – How much is enough for reliable backtesting

• 03/26/2021 at 7:02 AM #165378
  Donovan Meuwsen

  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 !

  

  Donovan Meuwsen

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

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

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

  

  GraHal

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

  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.

  

  PeterSt

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