Using tick data to backtest indices
Using tick data to backtest indices
19 Jan 2016, 19:50
Right now I'm optimizing a cBot to trade the Dax and have run into a strange problem with the backtesting. The option to use tick data simply doesn't work on any indices. I have tried to do a backtest with some of the sample bots provided but this didn't work either. Is there a reason why you can't use tick data to backtest indices or am I just doing something wrong?
Replies
vladdeboika@gmail.com
20 Jan 2016, 12:09
RE:
Spotware said:
Dear Trader,
The reason is that there no historical data for the interval and timeframe you specified to backtest. Could you please try to backtest using historical data from the previous week and let us know if you still experience the same issue?
Hi.
I tried to change timeframe to everything between 1m and 1h and tried changing time interval in which the backtest was conducted, still no results. I also tried changing index to the Dow and no results there either.
@vladdeboika@gmail.com
vladdeboika@gmail.com
20 Jan 2016, 12:22
Hi.
I tried using the standard cAlgo instead of the cAlgo provided by my broker and this issue has disappeared. But there is still only about 1 month worth of tick data to be used for the backtesting. What do you believe the reason is that the brokers cAlgo is malfunctioning?
@vladdeboika@gmail.com
lorddevil
02 Feb 2016, 16:13
RE:
I am having the exact same issue... not able to backtest indices...- the charts is empty when selecting tick data - why is that?
@lorddevil
Spotware
04 Feb 2016, 15:52
RE: RE:
Dear lorddevil,
Could you please send us an email at feedback@spotware.com with the following information?
- Broker Name
- Account type
- Symbol name
lorddevil said:
I am having the exact same issue... not able to backtest indices...- the charts is empty when selecting tick data - why is that?
@Spotware
Spotware
20 Jan 2016, 08:03
Dear Trader,
The reason is that there no historical data for the interval and timeframe you specified to backtest. Could you please try to backtest using historical data from the previous week and let us know if you still experience the same issue?
@Spotware