Topic: History backtest settings

Hello

How do i specify which date in the back-tester it will use for backtest?

For example i want to use a back test for the period of January 1 2014 to 22 May 2015

Re: History backtest settings

Generally the program calculates a backtest against all available data. Use Data Horizon tool to limit the data series: http://forexsb.com/wiki/fsbpro_guide/data_horizon 

If you want to see results from the exact date, you have to provide more data for the indicators. For your example you can set data from December 1st and to use "Date Filter" indicator in a strategy to set the beginning of the trade.

3 (edited by muplayer2000 2015-05-23 15:30:54)

Re: History backtest settings

Thankx for the fast reply

Is there any particular reason  why if i use any time frame less than 1hour the beginning date changes?

For example M30 does not begin from 2008-01-01 as i have selected it changes t0 2011-05-17
                  same with M15 it changes automatically to 2013-05-16

Popov wrote:

Generally the program calculates a backtest against all available data. Use Data Horizon tool to limit the data series: http://forexsb.com/wiki/fsbpro_guide/data_horizon 

If you want to see results from the exact date, you have to provide more data for the indicators. For your example you can set data from December 1st and to use "Date Filter" indicator in a strategy to set the beginning of the trade.

Re: History backtest settings

Do you have M15 data since 2008-01-01?

Re: History backtest settings

Yes got it from ducascopy.


Popov wrote:

Do you have M15 data since 2008-01-01?

Re: History backtest settings

If you have set the bars to 50,000, then you will get the last 50,000 bars which may not be long enough back for your requirement.

You will have to ensure that you have all of that data in FSBPro data file and then adjust 'Data Horizon' under 'Market' to reflect the dates and ensure that your copy of FSBPro will accomodate the number of bars that you are going to use.

Hope that helps.

Other than that approach, get the same data into MT4 and then export an EA and do the test in there... which is probably easier.

daveM

7

Re: History backtest settings

Anyway from Last Friday it wins...

But a possibility to import CSV data from MT5 also should be added.

Piece of cake for Popov.

Re: History backtest settings

But a possibility to import CSV data from MT5 also should be added.

I'll make a script for exporting MT5 data to CSV next week.