extending backtesting range

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  • 04/09/2017 at 6:55 PM #31521 quote
    Francesco78
    Participant
    Master

    Hello everyone,

    I have come up with a strategy on Ftse mib, based on the idea to take the opposite direction of the market after a day in which the market has moved at least 150 points, with a vol filter because I have the impression the strategy work if volatility is not too low. I also added and antimartingala, increasing the position step by step if the strategy remains positive.

    I saw that many people are posting backtesting on 30 minutes time frame with more than 100, 000 observation. I was wondering if you can help me in extending the backtesting range in this case as it looks really cod the last 2 years but I dont think is enough to be confident to use it on real. The code is attached.

    MAny thanks.

     

    Francesco

    04/10/2017 at 8:13 PM #31670 quote
    Derek
    Participant
    Veteran

    Hi Francesco,

    200.000 bars are available on PRT if the datastream from Prorealtime is used.

    So, if you are with IG 100.000 is the limit. I don’t know about Interactive Brokers, though.

    regards,

    Derek

    04/11/2017 at 12:18 PM #31714 quote
    Francesco78
    Participant
    Master

    thank you Derek, yes I figured that out, Im trying to talk with IG to see if there is a way to get sponsored for the premium version

    04/11/2017 at 1:53 PM #31721 quote
    Nicolas
    Keymaster
    Master

    PRT-CDF Premium account features: https://prt.md.it-finance.com/IGIndex/features_premium.phtml?locale=en_EN

    You’ll get 200k bars from there.

    04/11/2017 at 1:59 PM #31724 quote
    Francesco78
    Participant
    Master

    Thank you Nicolas, I have asked IG if they can provide the upgrade

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extending backtesting range


ProBuilder: Indicators & Custom Tools

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Francesco78 @francesco78 Participant
Summary

This topic contains 4 replies,
has 3 voices, and was last updated by Francesco78
8 years, 10 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 04/09/2017
Status: Active
Attachments: No files
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