Is it possible to backtest a number of given trades/trade setups?

PanagiotisCharalampous
24 May 2019, 15:36

Hi Erik,

I am not sure what do you mean with trade setups. Could you please give us an example of what would be in the csv file?

Best Regards,

Panagiotis

PanagiotisCharalampous
24 May 2019, 15:46

Hi again,

Ok I read your description again. What you describe is possible. You can write a cBot to read entries from a csv file and place orders accorningly. However timestamp and entry price are bit contradicting. Either you will specify an entry time and get the market price or you will specify a trigger price enter the market whenever the condition is met.

Best Regards,

Panagiotis

erik.lindblad
24 May 2019, 16:04

Hi and thanks for your reply!

Let's say I have 100 trades from January 2019 in a csv file. I want to know if these trades were wins or losses if they would have been placed at the given time/price.

File content could look somehting like this (date, time, symbol, type, price, sl and tp:

2019-01-05 05:32:456 EURUSD BUY, 1.1192 1.1170 1.1220

2019-01-06 22:32:123 CADJPY SELL, 84.20 84.50 83.50

etc ...

Could I get the outcome of these trades using backtesting functionality in cTrader/cAlgo?

Hope that was clear.

/Erik

PanagiotisCharalampous
24 May 2019, 16:16

Hi erik,

I don't see any obstacle in doing this. All the required infromation is there.

Best Regards,

Panagiotis

erik.lindblad
24 May 2019, 16:30

RE:

Panagiotis Charalampous said:

Hi erik,

I don't see any obstacle in doing this. All the required infromation is there.

Best Regards,

Panagiotis

Thanks for your reply! I did not see your other reply until after my last post. Good news I can use a cBot for this! Yes, I get your point that price and timestamp are a bit contradicting. Maybe better to simulate a market order at the given timestamp.

Two more questions if you do not mind:

1. Can I mix symbols in the file or do I need to run once per symbol and then sum up the results?
2. Just to point me in the right direction, can I do this using the built-in backtesting features?

/Erik