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geektrader
22 Feb 2015, 06:26

Absolutely must: portfolio backtesting AND (genetic) optimization. Meanwhile I am using Multicharts which already offers all of this until cTrader gets serious.


@geektrader

geektrader
25 Jul 2013, 17:21

Not really strange as I have developed a system that works perfectly on 14 years (and even 42 years of data) and is making constant money live. And when switching from MT4 to cTrader I would of course like to keep those long backtests. Apart from this it´s also a common approach to optimize on 8 years of data and then test out of sample on the rest. I don´t see why cTrader would not be able to offer backtests for timeranges as long as we want with the option to import our own data. If MT4 can do it, cTrader should be able to do so too (and better hopefully).


@geektrader

geektrader
24 Jul 2013, 16:04

Thanks, but sierously, 2.5 years is nothing at all. A system should at least be optimized on 8 years of data, my systems are based on 14 years of data, so that they can handle as many scenarios as possible that occur in the markets. So 2.5 years is much much to short. Why don´t you just open up the backtesting for a unlimited time-range and allow importing our own data in CSV format (from MT4 for example) - only then serious systems can be developed.


@geektrader

geektrader
04 Jul 2013, 08:30

The problem pretty much is that cAlgo doesn´t offer any serious backtesting-timeframe. Just 1 year right now which is nowhere enough to validate a robot for live-trading. Research has shown that with 2000+ trades in the backtest during an at least 8 years period CAN produce successful results in the future too. But since cAlgo cannot test beyond 1 year, pretty much any robot optimized with cAlgo is pointless at the moment until cAlgo gets some serious backtesting for much longer periods. For example all my robots are at least optimized/tested on 13 years of data. And they do work live.


@geektrader

geektrader
11 Jun 2013, 04:08

I hope it works for your in the future too, but as you say, you can just backtest 1 year and that´s nowhere near to represent all market conditions the system will have to handle in the future. My tests, and many articles confirm that, show that a system that survives on 8+ years in a backtest, does have some edge to also handle future markets well. But one year simply means nothing. And that´s the great problem of cTrader. I would prefer if they would allow to backtest on as many years as we want - my personal system for example are optimized on 13+ years of 1 minute data - not a thing I could do with cTrader (yet) and hence cTrader is a no go for me as long as backtesting is not "serious".


@geektrader

geektrader
07 Jun 2013, 07:42

Exactly, take your chance cTrader! cTrader being able to load (or convert MQ4 to cTrader) and you will be able to catpure a HUGE market share, especially in the light of the ugly MT4 build 500 and the bad philosophy MQ follows of accusing their users of using "Illegal services" like MyFxBook and closing all those out. NOW is the time for cTrader!


@geektrader

geektrader
01 Jun 2013, 20:07

Hi, I have been looking at cAlgo for an alternative to MT4 as Metaquotes is going crazy lately with all their monopoly dictations. However, I have systems that are optimized on 40 years of data (that I have here) as CSV, so it is not possible to backtest that far in cAlgo? Honestly, that would be a reason for me to not use cAlgo at all, so I hope you´ll implement some "serious" backtesting and don´t limit the backtestable time-range at all.


@geektrader