Backtesting / Optimization Settings - Data Type - How to identify?
Backtesting / Optimization Settings - Data Type - How to identify?
17 Jan 2021, 19:21
Hi cTraders,
Is it possible to determine from w/in a backtest or/and optimization which Data type was used?
I'm not interested in the time frame of the chart, Bars.TimeFrame (e.g. 1h). Instead, I'd like to log which Data type (m1 bars from Server, Tick data from Server, etc.) was used for the backtest/optimization, or (a bit more advanced) determine from within(!) the bot on which Data type tests shall be run.
Thx.
Replies
PanagiotisCharalampous
18 Jan 2021, 11:14
Hi Bots4Us,
Unfortunately this information is not available via the API at the moment.
Best Regards,
Panagiotis
@PanagiotisCharalampous
prosteel1
18 Jan 2021, 15:27
( Updated at: 21 Dec 2023, 09:22 )
RE:
Bots4Us said:
Hi cTraders,
Is it possible to determine from w/in a backtest or/and optimization which Data type was used?
I'm not interested in the time frame of the chart, Bars.TimeFrame (e.g. 1h). Instead, I'd like to log which Data type (m1 bars from Server, Tick data from Server, etc.) was used for the backtest/optimization, or (a bit more advanced) determine from within(!) the bot on which Data type tests shall be run.
Thx.
Perhaps get the datetime of consecutive ticks and round it somehow? Perhaps using an average or similar.
@prosteel1
Bots4Us
18 Jan 2021, 18:06
RE: RE:
prosteel1 said:
Perhaps get the datetime of consecutive ticks and round it somehow? Perhaps using an average or similar.
Hi prosteel1,
Interesting workaround. Should do for tick vs. m1 vs. 1h. Likely not for 1m from Server vs. 1m from CSV, but at least something. Thx.
@Bots4Us
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