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Backtesting with more than one instrument
crsousa
 Post subject: Backtesting with more than one instrument Post rating: 0   New post Posted: Mon 09 Jan, 2012, 16:16 

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Joined: Mon 09 Jan, 2012, 13:34
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Location: PT
Hi everybody,

I started developing a strategy some months ago.
Back then I just wanted to work on 1 instrument, however when using the history tester I verified that the onBar method was called for each instrument subscribed in platform.
Now, I want to be able to test more than one instrument at once but I can't. I have downloaded tick data for 3 instruments, the same subscribed in the platform and the same I subscribe in the strategy, but no matter how the only instrument used is the one selected in history tester for download.

Is there a way of backtesting with several instruments?

Than you in advance
 
API Support
 Post subject: Re: Backtesting with more than one instrument Post rating: 0   New post Posted: Tue 10 Jan, 2012, 09:26 
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Joined: Fri 31 Aug, 2007, 09:17
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crsousa wrote:
Is there a way of backtesting with several instruments?

Image
crsousa wrote:
Back then I just wanted to work on 1 instrument, however when using the history tester I verified that the onBar method was called for each instrument subscribed in platform.
See: https://www.dukascopy.com/wiki/#Filter_Ticks_Bars


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crsousa
 Post subject: Re: Backtesting with more than one instrument Post rating: 0   New post Posted: Wed 11 Jan, 2012, 17:24 

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Joined: Mon 09 Jan, 2012, 13:34
Posts: 2
Location: PT
The solutions was staring at me ... :oops:

Thanks
 
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