Data Horizon

Data Horizon controls which part of the loaded market data is used for Generator calculations.

Use this section to:

• limit the history window by dates
• limit bars count
• define when trading starts inside the selected window

This is one of the key sections for building an in-sample and out-of-sample workflow.

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;; Data Horizon             ;;
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max_data_bars  = 100000

; Use these parameters to set the data range between "data_start" and "data_end".
; Set from where the actual trading starts with "trade_start".
; Text: "2023-05-25 00:00 UTC", "2023-05-25 00:00", "2023-05-25" or "25 May 2023 00:00 UTC"
; Negative number: number of days before the current date: -365, -30, -7
 
use_data_start  = false
data_start      = "01 Jan 2020 00:00 UTC"
 
use_data_end    = false
data_end        = "30 Jun 2023 00:00 UTC"
 
use_trade_start = false
trade_start     = "01 Jun 2023 00:00 UTC"

• max_data_bars limits the maximum number of bars loaded after date filters are applied.
• use_data_start + data_start cut bars before the start date.
• use_data_end + data_end cut bars after the end date.
• use_trade_start + trade_start keep data for indicators, but start opening trades later.

When use_data_end = true, Generator stops the dataset at data_end. Bars after that timestamp are excluded from calculations in that run.

Practical effect:

• your strategies are generated or validated only on the capped history window
• newer bars are not seen in that run

You can use data_end to create a clear split between historical training data and newer unseen data.

Typical 2-step process:

• Step 1 (in-sample build): run Generator with use_data_end = true to cap history at an older date.
• Step 2 (recalculation/validation): run Generator again on the full dataset (for example use_data_end = false).

In Step 2, the bars that were excluded by Step 1 become your practical out-of-sample segment. This lets you check how strategies behave on data that was not included during the capped run.

Build collection only up to 30 Jun 2023:

use_data_end = true
data_end     = "30 Jun 2023 00:00 UTC"

Then validate the same collection on full history:

use_data_end = false

• Data Horizon is applied before Out of Sample percentage filters.
• For additional control of unseen-data validation, see Forward testing.
• Percent-based splitting is documented in Out of sample.

• Forward Testing
• Out of sample