backtesting reliability

Spotware
24 Nov 2015, 00:09

Dear Trader,

The data in backtesting mode are broker specific historical values of the Symbols.

For your information m1 trendbars do not contain ask prices. In order to emulate ask prices cAlgo requires you to specify the spread.

The tick data contains ask prices, therefore, spread is already included in the data.

mioulianou
24 Nov 2015, 01:41

RE:

Spotware said:

Dear Trader,

The data in backtesting mode are broker specific historical values of the Symbols.

For your information m1 trendbars do not contain ask prices. In order to emulate ask prices cAlgo requires you to specify the spread.

The tick data contains ask prices, therefore, spread is already included in the data.

thanks for the response,

My algorithm is based on tick data. Is that data reliable?

Can i see the graph of ak prices in backtesting?

Spotware
24 Nov 2015, 01:59

Dear Trader,

The data in backtesting mode are broker specific historical values of the Symbols. Tick data is accurate. 

Currently, we don't provide provide users the ability to see bars based on the ask price. We will consider providing it in the future. 

Additionally, you can post your ideas/suggestions to http://vote.spotware.com/

newbee
26 Nov 2015, 04:48

Back testing

Hello, I've struck a situation in calgo while back testing and am hoping someone can assist or point me in the right direction.

My cbot includes a parameter for trading hours. (ie Start Hour & Stop Hour - -  eg Trade between 8pm & 10pm etc)

When the back testing is complete, in the results it seems that there are trades with an entry time outside the selected time parameter, in this case between Start hour 19 & stop hour 21.(or 7pm to 9pm)

One would expect to only see trades with an entry time between the filtered start & stop times. Is this correct or am I missing something?

Any assistance would be appreciated

Thank you

TraderM
26 Nov 2015, 17:33

Set the platform UTC settings

newbee said:

Hello, I've struck a situation in calgo while back testing and am hoping someone can assist or point me in the right direction.

My cbot includes a parameter for trading hours. (ie Start Hour & Stop Hour - -  eg Trade between 8pm & 10pm etc)

When the back testing is complete, in the results it seems that there are trades with an entry time outside the selected time parameter, in this case between Start hour 19 & stop hour 21.(or 7pm to 9pm)

One would expect to only see trades with an entry time between the filtered start & stop times. Is this correct or am I missing something?

Any assistance would be appreciated

Thank you

 

Hi,

this sounds like the following problem:

/forum/calgo-support/6978

Essentially, when backtesting over a long time period, there may have been a clock change. This is not reflected in the charts.

Unfortunately you have to backtest in stages, for example for me living in Europe:

Summertime, 29.3 - 24.10, set the platform to UTC+2

Wintertime, 25.10 - 28.3, set the platfrom to UTC+1

If you do this, each trade should be executed at the "right" time and shown on the chart at the time expected.

Note: You will have to choose the right UTC settings for your time zone and clock changes.

Hope this helps,

TraderM

newbee
26 Nov 2015, 23:22

Back testing

T​hank you TraderM.

I'll look at it & see how it goes.

Regards