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.

historical tester
 Post subject: historical tester Post rating: 0   New post Posted: Sun 01 Jan, 2012, 19:22 

User rating: 0
Joined: Sun 01 Jan, 2012, 19:06
Posts: 2
Location: PL
I am writing according to historical tester because I have problem with data. The point is, I have downloaded tick data (USDCAD) from 2000.01.01 but when I would like to run my automatic strategy to check how it was working since this date the problem occurs - historical tester is counting the algorithm since year 2000 but working properly (open positions, close positions etc) just since 2007. The problem occurs in every single currency pair. It looks like there is no data before 2007 or my automated strategy doesn't identify that period. On the other words, opening positions takes place after 2007 but there is data from 2000 and of course historical tester runs from 2000. Please give me some advice what's wrong and how to make test in the period of 10 years.
Thanks in advance.


 
 Post subject: Re: historical tester Post rating: 0   New post Posted: Mon 02 Jan, 2012, 09:18 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Please provide Historical Tester settings that you use.


 
 Post subject: Re: historical tester Post rating: 0   New post Posted: Mon 02 Jan, 2012, 09:34 

User rating: 0
Joined: Sun 01 Jan, 2012, 19:06
Posts: 2
Location: PL
print screen of the historical tester settings is attached below. One more thing, there are no error messages before 2007. I am quite sure that algorithm is correct because the same situation occurs in every strategy I would like to test.


Attachments:
historical tester.png [39.76 KiB]
Downloaded 340 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: historical tester Post rating: 0   New post Posted: Mon 02 Jan, 2012, 10:32 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
You refer to USD/CAD, but your settings show that you have chosen only EUR/USD. Are these correct settings? Could you also provide with what periods your strategy works (i.e. which period of bars it considers and if it implements some logic in onTick)?


 

Jump to:  

  © 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