Replies

Dinger
24 Jan 2016, 21:08

RE: RE: RE: RE: RE:

This post was removed by moderator.


@Dinger

Dinger
24 Jan 2016, 10:32

RE: RE: RE:

Tcl DataBase Connectivity (TDBC)

good luck figuring out how to use that.

Also if you use wireshark you can see that calgo is downloading tick data from their website, but that tick data also happens to be in a weird format.

Example:

http://spotware-ticks.s3.amazonaws.com/cs/pepperstone-live/1/eurjpy/b/15/06/11.csv

If their data went far enough back it may actually be worth the time deciphering.

 

aharonzbaida said:

AlexanderRC said:

Spotware said:

Is tick data being downloaded from broker server to user's computer? if yes, where can i find them? if no, would like to know how reliable is tick data backtest in calgo. afaik, in mt4, tick data has to be downloaded locally so not sure if calgo does the same?

cAlgo automatically downloads tick data from Spotware's servers. Tick data is broker specific. Tick data is 100% reliable because it contains every tick. You can find tick data on your machine in the following directory:

C:\Users\%UserName%\AppData\Roaming\%BrokerName%-cAlgo\BacktestingCache\Ticks

For every date there is a separate file in folder named after the symbol. The files are in a proprietary format with scrambling (reversible encryption). The only value of looking at them is to check whether the specific date and symbol has been cached or not.

and it also seems like users need to be connected to the internet to run a backtest, why?

We plan to remove this restriction in the future. Thank you for your feedback.

Please add the ability to use user specified tick data from a CSV file at the same time.

Hi Alexander,

Spotware, and the community, does anyone have news about importing tick data into back tester? The files in the cache directory are not human readable format with .tdbc extension. Any suggestion on converting tick data to this format, or other method available to import historical tick data?

- Roni

 


@Dinger

Dinger
19 Feb 2015, 07:27

RE:

Spotware said:

GA stops if one of the following criteria meets:

  • all possible parameter sets were backtested
  • 25 iterations were done
  • best fitness value was not improved during last 5 iterations

We plan to provide an ability to change the above settings.

Do you have an ETA on our ability to influence those parameters? I was really hoping I could use your platform for some complex parameter optimization but it just doesn't cut it.

 

"25 iterations were done"

I would very much like this to be editable to infinity.

 

"best fitness value was not improved during last 5 iterations"

This can indicate that an optimal solution is close at hand or that the fitness criteria were poor. Either way it doesn't seem like a good idea for that condition to stop the process.

 

And please ensure that you are using a cryptographically secure pRNG for the mutation function(s)  (they don't have patterns and are as robust as a standard computer can get).


@Dinger