Special Backtesting Robot

Created at 18 Feb 2014, 15:20
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brokerka

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Joined 22.01.2014

Special Backtesting Robot
18 Feb 2014, 15:20

Hello!

First of all, sorry for my english, it is not so perfect.

The situation is the follows:

I have a lot of traded positions from the past, came by a strategy.

For example: EURUSD was SOLD at 1,3450 at 20:20 2013/10/22

I want to write a backtester robot witch put a pending order at the target price(1,3450) at 20:19 and backtest the position.

i want to see what's happened at the past.

 

Is it possible to "tell the backtester" to put a penging order at a specified DateTime, and target price?

How can i do this, if it's possible?

@brokerka
Replies

Spotware
18 Feb 2014, 15:46

To check current time you can use Server.Time:

if (Server.Time.Year == 2013 && Server.Time.Month == 10 && ...)

For placing orders you can use PlaceLimitOrder or PlaceStopOrder functions.

@Spotware

AimHigher
24 Feb 2014, 01:06

RE:

Spotware said:

To check current time you can use Server.Time:

if (Server.Time.Year == 2013 && Server.Time.Month == 10 && ...)

For placing orders you can use PlaceLimitOrder or PlaceStopOrder functions.

I think the question is if you can backtest a set of trades with entry and exit times and entry and exit prices that are already determined regardless of whether those prices match the prices in the price history in cAlgo. Personally i think that kind of analysis is preferable to set up in Excel, assuming that you have a list of trades e.g in a csv file.

@AimHigher

Spotware
24 Feb 2014, 12:17

RE: RE:

AimHigher said:

Spotware said:

To check current time you can use Server.Time:

if (Server.Time.Year == 2013 && Server.Time.Month == 10 && ...)

For placing orders you can use PlaceLimitOrder or PlaceStopOrder functions.

I think the question is if you can backtest a set of trades with entry and exit times and entry and exit prices that are already determined regardless of whether those prices match the prices in the price history in cAlgo. Personally i think that kind of analysis is preferable to set up in Excel, assuming that you have a list of trades e.g in a csv file.

cAlgo doesn't have such functionality 

@Spotware
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