can you backtest robots that have indicators that reference other symbols symbols?

Spotware
06 Apr 2015, 11:49

Multi symbol backtesting is not supported yet.

WhiteSage
16 Apr 2015, 10:57

I'm assuming during a back test that the only symbol stream available is the one selected?
has anyone tested an multi-symbol indicator inside a cBot, is the behavior only limited to back tests?

lec0456
16 Apr 2015, 17:33

I have a multi symbol indicator that only trades EURUSD but I get an error if I try to back test using it.

lec0456
16 Apr 2015, 17:35

RE:

Sorry, I meant to say that I if i use the indicator in a cbot that only trades EURUSD I get an error if I try to back test it.

lec0456 said:

I have a multi symbol indicator that only trades EURUSD but I get an error if I try to back test using it.

WhiteSage
17 Apr 2015, 19:35

Ah right, thank you

jhtrader
03 Dec 2015, 20:34

There is a workaround

Hi guys,

If anyone wants to know how I managed to successfully back test a multi currency robot you can contact me and I will show you.  

Basically the solution involves creating a customSymbol class, loading the data for each tradepair for the backtest period into a database and calling the bid and ask for each tradpair from the database on bar () bypassing the symbol properties inside the robot.  Trade execution also needs to be simulated by placing orders inside a database.

If you want I have downloaded the data from the cAlgo data series so I can pass you this.  The thing that is not possible is to getSeries during onBar() so indicators cannot function.  

CAlgo Team this is workaround is far from optimal but after 3 years and no further updates.. hoping for this function to be available anytime soon does'nt seem to be an option.  I hope the team will provide an update on this crucial functionality.

trend_meanreversion
01 Jan 2016, 05:57

Hi Spotware team, i really like the platform so far and was one of the very few who adapted to the platform from very early stages but multi symbol backtesting is really needed. Traders really need multi symbol along with multi TimeFrame backtesting. Please make it available because wait for >3 years isn't helpful to anyone. This is crucial functionality and should be incorporated on urgent basis now.

.ics
04 Jan 2016, 01:27

RE: There is a workaround

jhtrader said:

Hi guys,

If anyone wants to know how I managed to successfully back test a multi currency robot you can contact me and I will show you.  

Basically the solution involves creating a customSymbol class, loading the data for each tradepair for the backtest period into a database and calling the bid and ask for each tradpair from the database on bar () bypassing the symbol properties inside the robot.  Trade execution also needs to be simulated by placing orders inside a database.

If you want I have downloaded the data from the cAlgo data series so I can pass you this.  The thing that is not possible is to getSeries during onBar() so indicators cannot function.  

CAlgo Team this is workaround is far from optimal but after 3 years and no further updates.. hoping for this function to be available anytime soon does'nt seem to be an option.  I hope the team will provide an update on this crucial functionality.

 

This is indeed a required crucial functionality. I hope this feature is one of the features what can get priority now...

Spotware
04 Jan 2016, 02:20

Dear Traders,

It’s in our plans to provide users with the ability to perform Multi symbol backtesting in the future. However, we cannot provide you with an ETA. Additionally, you can vote for it at: http://vote.spotware.com/forums/229166-ideas-and-suggestions-for-ctrader-and-calgo/suggestions/5435043-multi-currency-backtesting