Reference static external data during backtesting

Created at 19 Mar 2021, 00:04
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PUdPUd

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Joined 24.01.2021

Reference static external data during backtesting
19 Mar 2021, 00:04

Hello, I have a cBot that uses data from two different symbols to make some custom calculations for placing stop orders on a third symbol once at the beginning of each trading day. Daily OHLC data is sufficient for these calculations whereas I use tick data for accuracy during backtesting. 

Unfortunately, my backtesting is limited as one of the symbols used in my calculations only has data back to April 2020. This daily OHLC data is easily downloadable for many years after that elsewhere. 

Is there any way to import/reference this external data so that I can backtest my cBot prior to April 2020? It would consist of just 8-12 numbers (cells) from a csv file matched by date. Is there any way to do this? Could it be piped in via an indicator? Sorry if this is a simple question, am muddling my way through coding. 

Thanks for any advice/help.

@PUdPUd
Replies

PanagiotisCharalampous
19 Mar 2021, 07:47

Hi PUdPUd,

You can upload external backtesting data but only for the symbol on which the cBot is executed. If you need the data for another symbol then there is no easy way to do this.

Maybe you can contact your broker in case they can provide a more extended history for you.

Best Regards,

Panagiotis 

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@PanagiotisCharalampous

PUdPUd
29 Mar 2021, 12:12 ( Updated at: 21 Dec 2023, 09:22 )

RE:

I have contacted Pepperstone and they won't upload further data even though they provide plenty of data for other instruments. Does anyone have any recommendations for a broker that has more data for backtesting or a workaround solution? Otherwise I am going to have model this using daily data in an external application. 

 

PanagiotisCharalampous said:

Hi PUdPUd,

You can upload external backtesting data but only for the symbol on which the cBot is executed. If you need the data for another symbol then there is no easy way to do this.

Maybe you can contact your broker in case they can provide a more extended history for you.

Best Regards,

Panagiotis 

Join us on Telegram

 

@PUdPUd
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