bendyarm
16 Jun 2018, 16:59

RE: RE:

Disappointing to see there is no multi-instrument support for back tests.  Can you advise whether this functionality is likely to be available in future?

Thanks,

Bendyarm

bendyarm
16 Jun 2018, 16:53

RE:

Panagiotis Charalampous said:

Hi GammaQuant,

Unfortunately you cannot tell for which Symbol was the OnTick() called.

Best Regards,

Panagiotis

Disappointing to see there is no multi-instrument support for back tests.  Can you advise whether this functionality is likely to be available in future?

Thanks,

Finn

bendyarm
07 Oct 2014, 22:44

RE:

Spotware said:

We will start to implement optimization soon.

Great to see some optimization features have now been implemented.  For me, this makes the cAlgo offering a much more powerful option than it was previously.

However, is it possible to download the optimization data for further analysis?

Right now, I don't see a way to mine the optimization data, which is very limiting.

Specifically I would like to be able to EITHER:

1. Download the optimisation results, complete with parameters so I can use third party anaylsis tools
2. See more powerful data mining features on the cAlgo GUI
   1. For example, 3D graphing of input parameters against outcomes

Do you plan to implement anything like this in the near future?

Alternatively, I note there is a GetFitness method that can be overridden - has anyone tried to use this to build their own optimisation results database by saving the results of each optimisation run at the OnStop event?  I think I'll give this a go myself so would be interested in any comments on the idea.

bendyarm
11 Feb 2014, 23:15

Parameter optimisation would be a very welcome addition to the platform.  Please do develop!  :)

bendyarm
03 Jan 2014, 17:26

RE:

Better in-program reporting would be much appreciated, as per posts above.

It would also be great to:

1. Run optimisations with multi-parameter ranges to allow for more meaningful analysis
2. Following on from point 1, 3D Chart Analysis that allows comparative analysis of multiple runs of a given robot would be utterly invaluable
3. Have programmatical access to 'Report' and 'History' summary data in Backtesting.  They could then be accessed by end users of cAlgo in the OnStop method to write the data to a local database (e.g. sql server, excel or whatever the end user prefers) for analysis.  I can currently write the data in real time to a db and work out the calculations myself, but it would be much faster and easier to get summary data at the END of a backtest rather than building it with each run of the OnBar/OnTick event

I'm aware the first two options would take time to program but I'm guessing point 3 might be very straightforward to develop?

bendyarm
29 Dec 2013, 02:40

RE:

Spotware said:

A new feature will be available in the next release of cAlgo: Backtesting with data from a CSV file.

x

Any update on a release date yet?

Thanks

bendyarm
28 Dec 2013, 19:56

RE: Suggestion

jeex said:

@ lec0456

You can export data from MT4 quite easy. But you have to generate them first with the Hostiry function. Then export to CSV and you have all the data you can dream of in all possible timeframes and pairs.

You can also download tick data from http://www.dukascopy.com/swiss/english/marketwatch/historical/