How can we backtest 100,000 bars at different periods

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04/12/2017 at 11:36 AM #31850 quote

TGM
Participant

New

Hi, I’m a PRT user of the complete version.

I know that this version allows backtesting to load up to 12 months of data based on the 5min time frame. I understand that the premium version can load up to 32 months of data.

Can any kind soul share with me how we can backtest more than 12-32 months of data on the 5 min time frame? Any work around?

Or can we backtest 12 months of data on the 5 min time frame on different periods? i.e. Jan 1995 to Dec 1995, Jan 2010 to Dec 2010, Jan 2012 to Dec 2012?

Appreciate if anyone could enlighten me, thanks!

04/12/2017 at 4:16 PM #31868 quote

Nicolas
Keymaster

Master

100.000 bars is the maximum of history you’ll get from the current bar. That means that even if you wanna get 100k bars from a previous bar, let’s say 1 year ago, that’s not possible.

GraHal and TGM thanked this post

04/15/2017 at 6:12 AM #32086 quote

TGM
Participant

New

Hi Nicolas,

Is this a limitation of the software? If not, is it possible to include this on your wish list?

04/15/2017 at 8:00 AM #32093 quote

Nicolas
Keymaster

Master

I think that this is a technical limitation but I’m not sure. I know the data engine is being currently almost rewrite from scratch and will be far quicker and reliable than the current one, maybe we’ll get more bars. ETA is this year.

Of course you can add this to the wish list!
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How can we backtest 100,000 bars at different periods

ProOrder: Automated Strategies & Backtesting

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TGM @tgm Participant

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This topic contains 3 replies,
has 2 voices, and was last updated by Nicolas
8 years, 10 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/12/2017
Status:	Active
Attachments:	No files

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