No long-term backtesting possible?

Foickert · 2018-01-19T12:08:26+00:00

Hi guys, for most of my strategies I need to be on a 5 or 10-minutes time frame. Unfortunately this makes a backtesting for more than 16 months impossible as there is a max. of 100.000 units available. Is there any solution for that issue? I would like to backtest for 5 years or even more. Thanks very much for your ideas! Markus

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01/19/2018 at 1:08 PM #59888 quote

Foickert
Participant

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Hi guys,

for most of my strategies I need to be on a 5 or 10-minutes time frame.

Unfortunately this makes a backtesting for more than 16 months impossible as there is a max. of 100.000 units available.

Is there any solution for that issue?

I would like to backtest for 5 years or even more.

Thanks very much for your ideas!

Markus

01/19/2018 at 1:24 PM #59892 quote

Nicolas
Keymaster

Legend

You can get up to 200.000 bars with a PRT-CFD account.

01/19/2018 at 2:37 PM #59894 quote

Foickert
Participant

New

Thanks for your quick reply, Nicolas.

Im already using PRT via IG Markets.

But in PRT I can only go up to 100.000 units..

Or is there any option to change the limit?

01/19/2018 at 3:11 PM #59896 quote

Nicolas
Keymaster

Legend

You are an IG customer, not a PRT-CFD one (an IG account sponsored by PRT = Premium with these exclusive features: https://prt.md.it-finance.com/IGIndex/features_premium.phtml?locale=en_GB)

Foickert thanked this post

01/19/2018 at 8:19 PM #59919 quote

Foickert
Participant

New

Alright, thanks for the info.

I sent an email to PRT.

01/22/2018 at 8:45 AM #60126 quote

jebus89
Participant

Master

@Foickert I had to set up a new IG account, signing up via PRT, as Nicolas is talking about. I had to put the new IG account in my wifes name. It was definitly worth it 🙂 200K backtest is so effing useful 🙂 I had several strategies on that looked great on 100K but as soon as i checked 200K they sucked balls and where overfitted 🙂

01/25/2018 at 8:52 PM #60534 quote

Foickert
Participant

New

Thanks for the further explanations, jebus89!

I will do so 🙂

Cheers!
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