ctid6737874
20 Jun 2024, 20:45 ( Updated at: 20 Jun 2024, 20:50 )

RE: RE: Load more History on Backtest

eynt said: 

PanagiotisCharalampous said: 

Hi all,

This has been implemented in v5.0.

Best regards,

Panagiotis

Hello

I'm using version 5.0.25.27693 and is does not seem like the issue is implemented.

While using Backtest I called the Bars.LoadMoreHistory method, however the values of Bars.Count and Bars.OpenTimes[0] are not changed

Thanks

I'm seeing the same thing. LoadMoreHistory hangs inside indicators and doesn't pull enough data in backtests. I even started the backtest way earlier so I could accumulate enough points to drive 1440 * 14 candles for a daily RSI using minute data. I'm also getting discrepancies between multi timeframe RSI on tradingview vs ctrader. I made a bunch of RSIs: 1m, 5m, 15m, 30m, 1h, 2h, 4h, 1d based off of the 1 min chart by using periods 1*14, 5*14, 30*14… etc. I can't seem to get enough data loaded so that the chart looks right. When I use Bars.GetMarketData(tf) it never loads enough either.

edit: here's the pine script i used to compare

//@version=5

indicator("Multi Timeframe RSI", overlay=false)

// Input parameters

rsiLength = input.int(14, title="RSI Length")

// Function to calculate RSI for a given timeframe

rsiTF(tf) =>ta.rsi(close, rsiLength)

// Calculate RSI for different timeframes

rsi_1m  = request.security(syminfo.tickerid, "1", rsiTF("1"))

rsi_5m  = request.security(syminfo.tickerid, "5", rsiTF("5"))

rsi_15m = request.security(syminfo.tickerid, "15", rsiTF("15"))

rsi_30m = request.security(syminfo.tickerid, "30", rsiTF("30"))

rsi_1h  = request.security(syminfo.tickerid, "60", rsiTF("60"))

rsi_2h  = request.security(syminfo.tickerid, "120", rsiTF("120"))

rsi_4h  = request.security(syminfo.tickerid, "240", rsiTF("240"))

rsi_1d  = request.security(syminfo.tickerid, "1440", rsiTF("1440"))


 

plot(rsi_1m, title="RSI 1M", color=color.new(color.red, 0), linewidth=1)

plot(rsi_5m, title="RSI 5M", color=color.new(color.yellow, 0), linewidth=1)

plot(rsi_15m, title="RSI 15M", color=color.new(color.orange, 0), linewidth=1)

plot(rsi_30m, title="RSI 30M", color=color.new(color.fuchsia, 0), linewidth=1)

plot(rsi_1h, title="RSI 1H", color=color.new(color.green, 0), linewidth=1)

plot(rsi_2h, title="RSI 2H", color=color.new(color.blue, 0), linewidth=1)

plot(rsi_4h, title="RSI 4H", color=color.new(color.purple, 0), linewidth=1)

plot(rsi_1d, title="RSI 1D", color= color.new(color.silver, 0), linewidth=1)

ctid6737874
18 Jun 2024, 18:49 ( Updated at: 19 Jun 2024, 04:57 )

Why LoadMoreHistory is needed

We have a bot that trades on Renko timeframes. We wanted to add multi timeframe rsi values, but the backtesting didn't load enough data. So now we're resorting to running dummy bots to dump out the RSIs to text file so we can use them while backtesting. It's quite hackish. The feature should be symmetric, in that LoadMoreHistory should work the same as in live trading. Right now it's essentially broken for multi timeframe indicators and bot backtests…