5yr Backtesting

cAlgo_Fanatic
30 May 2013, 16:49

We have this in our plans for future implementation.

Thank you.

nirman
30 May 2013, 17:40

RE:

Thank you for working on this enhancement. When can we expect it to go live?

geektrader
01 Jun 2013, 20:07

Hi, I have been looking at cAlgo for an alternative to MT4 as Metaquotes is going crazy lately with all their monopoly dictations. However, I have systems that are optimized on 40 years of data (that I have here) as CSV, so it is not possible to backtest that far in cAlgo? Honestly, that would be a reason for me to not use cAlgo at all, so I hope you´ll implement some "serious" backtesting and don´t limit the backtestable time-range at all.

cAlgo_Fanatic
24 Jul 2013, 14:50

The period for backtesting has been expanded to 2.5 years for the major currency pairs. We plan to expand it more in the future. 

geektrader
24 Jul 2013, 16:04

Thanks, but sierously, 2.5 years is nothing at all. A system should at least be optimized on 8 years of data, my systems are based on 14 years of data, so that they can handle as many scenarios as possible that occur in the markets. So 2.5 years is much much to short. Why don´t you just open up the backtesting for a unlimited time-range and allow importing our own data in CSV format (from MT4 for example) - only then serious systems can be developed.

Kate
25 Jul 2013, 10:31

This is right. But optimizing on 14 years of data sounds also strange. Do you really think that behavior of traders and markets stays the same for 14 years? A lot of things changed since 1999. My opinion is that 4-6 years must be enought. 2.5 years is not enought in general, but it's better than 1 year :)

geektrader
25 Jul 2013, 17:21

Not really strange as I have developed a system that works perfectly on 14 years (and even 42 years of data) and is making constant money live. And when switching from MT4 to cTrader I would of course like to keep those long backtests. Apart from this it´s also a common approach to optimize on 8 years of data and then test out of sample on the rest. I don´t see why cTrader would not be able to offer backtests for timeranges as long as we want with the option to import our own data. If MT4 can do it, cTrader should be able to do so too (and better hopefully).

jobenb
08 Oct 2013, 13:27

RE:

geektrader said:

Not really strange as I have developed a system that works perfectly on 14 years (and even 42 years of data) and is making constant money live. And when switching from MT4 to cTrader I would of course like to keep those long backtests. Apart from this it´s also a common approach to optimize on 8 years of data and then test out of sample on the rest. I don´t see why cTrader would not be able to offer backtests for timeranges as long as we want with the option to import our own data. If MT4 can do it, cTrader should be able to do so too (and better hopefully).

I agree fully. It is just taking Spotware too long to implement this deal breaker as part of cAlgo!

In the mean time at least we have MT4 to do long backtests.

Spotware
02 Dec 2013, 14:15

cAlgo now supports backtesting with data from imported CSV files. See more details here: Backtesting with data from CSV file