Replies

NonciAzzecco
25 Feb 2015, 16:17

RE:

NonciAzzecco said:

I have received the following message during backtesting:

04/10/2011 19:23:00.000 | Crashed in OnTick with NotSupportedException: Partial close is not supported in backtesting

 

is that true?

Thank you

I found some old post on this matter and many search on the forum lead to page error. That's not good! :(


@NonciAzzecco

NonciAzzecco
28 Jan 2015, 11:45

Hi,

I have formattede 10yrs csv data to backtest cBot. The parser accept it but backtesting does not work.

I am use a standard cBot that trade on the same period. First few lines of the csv will follow Ready to attach the full data file if you tell me how to do it in this forum.

Ciao

2005.01.02,22:00,1.24273,1.24273,1.24273,1.24273,152
2005.01.02,22:01,1.24273,1.24273,1.24273,1.24273,409
2005.01.02,22:02,1.24273,1.24273,1.24273,1.24273,688
2005.01.02,22:03,1.24273,1.24273,1.24273,1.24273,604
2005.01.02,22:04,1.24273,1.24273,1.24273,1.24273,541
2005.01.02,22:05,1.24273,1.24273,1.24273,1.24273,581
2005.01.02,22:06,1.24273,1.24273,1.24273,1.24273,663
2005.01.02,22:07,1.24273,1.24273,1.24273,1.24273,261
2005.01.02,22:08,1.24273,1.24273,1.24273,1.24273,733
2005.01.02,22:09,1.24273,1.24273,1.24273,1.24273,268
2005.01.02,22:10,1.24273,1.24273,1.24273,1.24273,696
2005.01.02,22:11,1.24273,1.24273,1.24273,1.24273,565
2005.01.02,22:12,1.24273,1.24273,1.24273,1.24273,551
2005.01.02,22:13,1.24273,1.24273,1.24273,1.24273,717
2005.01.02,22:14,1.24273,1.24273,1.24273,1.24273,168


@NonciAzzecco

NonciAzzecco
26 Jan 2015, 17:20 ( Updated at: 21 Dec 2023, 09:20 )

RE: Formatting proper CSV File for Backtesting and optimisation

Hi

Using Tickhistory Lite, and triking a little the output format I can easily export data for backtesting and optimisation. This is a short examples of data for EURUSD. Unfortunately It does not work The parse did not like it. The only thing I can see is that volume is not an integer but a float number,

2014.12.24,00:01,1.21747,1.21772,1.21747,1.21768,46.9399999380112
2014.12.24,00:02,1.21768,1.21768,1.21768,1.21768,11.2000000476837
2014.12.24,00:03,1.21768,1.21774,1.21768,1.21774,21.9799998998642
2014.12.24,00:04,1.21775,1.21776,1.21774,1.21776,39.1200000047684
2014.12.24,00:05,1.21776,1.21777,1.21776,1.21777,8.96000003814697
2014.12.24,00:06,1.21777,1.21778,1.21775,1.21775,10.2300000190735

Any Idea how to fix it?

 

Thank you

 

 

Spotware said:

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

Before backtesting, you will have the option to choose data source - Either one minute trend bars from a broker server or one minute trend bars from a CSV file on your local disk. If you choose to use a CSV file you will need to specify its location, after which cAlgo will analyze the file and adjust minimum and maximum available dates for backtesting.

CSV file format

In order to use trend bars from the file you need to have comma-separated CSV file with following columns:

  • Date
  • Time
  • Open Price
  • High Price
  • Low Price
  • Close Price
  • Volume

Example:

2003.06.18,16:01,1.11423,1.11428,1.11332,1.11374,19
2003.06.18,16:02,1.11364,1.11436,1.11361,1.11405,7
2003.06.18,16:03,1.11402,1.11455,1.11400,1.11440,5
2003.06.18,16:04,1.11446,1.11461,1.11401,1.11447,14

 


@NonciAzzecco

NonciAzzecco
10 Dec 2014, 18:23

RE:

Elogos said:

Nothing needed really, it is all there already for the '1 Hour'.

Black lines on the 00 levels, red lines on the .9 and .1 levels.

The range for the day is easily calculated and you can put lines on the chart.

If you keep the market list open you can see weather the symbol is + open or - open.

The platforms inbuilt trailing is good.

You don't need to worry about "stealth" stops & take profits because they are not visible by the providers if you use a good broker.

 

It really isn't a hard scalping technique to do, and there are really no indicators required.

Ok, Thank you. I am new on this platform, but I will try to follow your direction and see if it works. Ciao


@NonciAzzecco