Backtesting using renko traditional box size.

Created at 22 Jan 2020, 03:30
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
PB

pbballa9

Joined 15.01.2020

Backtesting using renko traditional box size.
22 Jan 2020, 03:30


Hello, I am currently wondering, if it would be possible to port a strategy or algorithm from tradingview to cTrader and then using the built in Genetic Algorithm in cTrader itself to find the most optimal parameters for the strategy but I have multiple problems, because I am not fully used/educated on all of the possibilities that cTrader offers.

Problem 1: Is renko possible to use in cTrader for backtesting purposes and if so, how would I proceed with the translation of the code from pine to C#? (Renko is the most important part in the entire strategy I have built so I must be sure this is even feasable, before proceeding the translation from pine.

Problem 2: As the strategy is currently written in Pine(TradingView). I am afraid that the system cTrader offers does not account for missing renko candles or if they somehow substitute or repaint them to the chart, I need to know this asap, as the backtest will be incorrect as it will show unreal and useless data which will severely impact on the backtesting and perfromance on the strategy if I do proceed to run it live, because in the space of algos slippage is the reason of possibly even large price differences on the backtesting entry and the real world entry.And from here we expand to

Problem 3: Does cTrader even have slippage and if so, does the Genetic Algorithm, account for it in the backtest itself.


 

Problem 4: If this all possible, how would one port the code from tradingview to C#? How difficult is the entire process, and if someone can explain the full process ie. from translation of pine to C# and the actual steps after the translation and the steps following translation so I can get it into the backtester(and use the genetic algorithm function), and then the last step as I do not know where I can get all the price data for the specific pair to use in the calculation of the algo, so I can then connect it via API and start my automated trading . And if I am incapable of translating the code are there are any directions I could be pointed towards,so someone that is familiar with this process to help me out or if there is any services/individuals that translate such strategies/code to cTrader for money? As I am prepared to pay.

 

 

 

Here is the problem aswell, See I'm ploting the actual real world data of renko, I have to use the regular candles aswell to get the realistic/entries so the backtest is correct. And the arrow is showing a missing renko block. If needed I can paste the code on how I plot these candles if it helps anyone trying to help me back Thank you for your time.


@pbballa9
Replies

PanagiotisCharalampous
22 Jan 2020, 10:19

Hi pbballa9,

See my responses below

  1. You cannot use Renko for backtesting at the moment
  2. Not sure what do you mean with missing Renko candles. Can you elaborate.
  3. Slippage is not taken into account for backtesting since DoM information is not available
  4. If you need assistance with the translation, you can contact a Consultant 

Best Regards,

Panagiotis 

Join us on Telegram

 

 


@PanagiotisCharalampous