Dukascopy
 
  
Wiki JStore Search Login

Attention! Read the forum rules carefully before posting a topic.

    Try to find an answer in Wiki before asking a question.
    Submit programming questions in this forum only.
    Off topics are strictly forbidden.

Any topics which do not satisfy these rules will be deleted.

Post new topic Reply to topic    Pages: [ 1 ] Print view  
back testing with multiple instruments
Isak
 Post subject: back testing with multiple instruments Post rating: 0   New post Posted: Fri 10 Jun, 2011, 07:52 
User avatar

User rating: 6
Joined: Thu 19 May, 2011, 11:14
Posts: 235
Location: South Africa,
In the historical tester, is there any way to run back tests for strategies that need to receive ticks from multiple instruments?
 
API Support
 Post subject: Re: back testing with multiple instruments Post rating: 0   New post Posted: Fri 10 Jun, 2011, 09:17 
User avatar

User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
If you are backtesting using ITesterClient, you can add multiple instruments in the following way:
Set<Instrument> instruments = new HashSet<Instrument>();
instruments.add(Instrument.EURUSD);
instruments.add(Instrument.AUDUSD);
instruments.add(Instrument.NZDJPY);
client.setSubscribedInstruments(instruments);
In JForex client, press button "+" in Historical Data panel to add multiple instruments.
 
Post new topic Reply to topic      Pages: [ 1 ]  
Display posts from previous:   Sort by    

Jump to:  

cron
  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com