Topic: Backtest Forexsb Historical DATA
Was wondering when generating a strategy is there a way to exclude all the days in the data when there were major economic news so the generator while only use history data with no news?
1 2015-07-02 06:35:14 (edited by muplayer2000 2015-07-02 07:30:43)
- muplayer2000
- Licensed Member
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- Popov
- Lead Developer
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Re: Backtest Forexsb Historical DATA
There is no such indicator available.
If you have a list with the past or future news dates, you can make a simple yes/no indicator to do the job.
3 2015-07-02 07:01:53 (edited by muplayer2000 2015-07-02 07:28:07)
- muplayer2000
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Re: Backtest Forexsb Historical DATA
Not an indicator i am referring to the historical data used to generate a strategy , the historical data contains data also from days where major news caused sharp spikes when they were released. The key is to avoid using that data .
For example during 2014 i want the Forexsb generator to exclude all the dates in its testing when EURUSD was affected by major economic news such as the screenshot below and only used historical data which have major economic news period excluded hence this can affect the strategy generated due to the fact it will take into account historical data that were generated by news.
Popov wrote:
There is no such indicator available.
If you have a list with the past or future news dates, you can make a simple yes/no indicator to do the job.
- Blaiserboy
- Junior Part-Time Aspiring Space Cadet
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Re: Backtest Forexsb Historical DATA
Load the data into excel, develop a scan for the relevant dates and delete those.
Probably a certain day each week is what you wish to eliminate and similarly for each pair.
Maybe you can ask Footon if he can prepare such a filter for FSBPro
- muplayer2000
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Re: Backtest Forexsb Historical DATA
Was thinking perhaps on the Data Horizon in ForexSB you could select each individual dates you wanted to use to generate a strategy and not just a whole chunk, therefore filtering the unwanted dates. I think its a weakness using all the data instead of filtering precisely the dates you wish to use for the generator , i have generated good strategies with fine tuned historical data filters back in the past when i had access to good trading software at my previous work place.
Blaiserboy wrote:
Load the data into excel, develop a scan for the relevant dates and delete those.
Probably a certain day each week is what you wish to eliminate and similarly for each pair.
Maybe you can ask Footon if he can prepare such a filter for FSBPro