Maximum history for ProBacktest
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It seems to be a math-error thing on the hours (quite some more of these inconsistencies exist). This is “global” (thus not Euronext only), but it is IG (I can compare with IB).
See for example in the attachment. I have defined 24 hours and 1 day. Technically this is not necessarily the exact same (there will be no 24 bars in one day, but less, if closing times are regarded). Anyway, the 24 hours still gives the same history as 4 hours, while the 1 day goes all the way back. This is not related to the literal “history” (like 1M bars is formal “history”) and for 200K the results are as erroneous. So @ZeroCafeine, you can test it all yourself with the 200K bars.
I have reported such issues in the past, but it is in vain …
(until proven otherwise 🙂 ).ZeroCafeine thanked this post
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 01/25/2022 |
| Status: | Active |
| Attachments: | 4 files |
