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BackTesting - Data Period
 Post subject: BackTesting - Data Period Post rating: 0   New post Posted: Sun 24 Jun, 2012, 16:44 

User rating: 2
Joined: Tue 08 Nov, 2011, 15:23
Posts: 29
Location: Slovenia,
//subscribe to the instruments
Set<Instrument> instruments = new HashSet<Instrument>();
instruments.add(Instrument.EURUSD);
LOGGER.info("Subscribing instruments...");
client.setSubscribedInstruments(instruments);

Question 01:
?? Time Period command ...
... In case BackTesting is launched from Eclips. Where TimePeriod can be set. For example back tesing the strategy on EURUSD Tick Data for the last two weeks..

Question 02:
News subscription..
NewsFilter newsFilter = new NewsFilter();
NewsFilter.setTimeFrame(NewsFilter.TimeFrame.TODAY);
client.addNewsFilter(newsFilter);
Is it possible to run backtesting for news related strategies? IF Yes (ducas provide old news) - Please attached example that can be used in backtesting ..


 
 Post subject: Re: BackTesting - Data Period Post rating: 0   New post Posted: Sun 24 Jun, 2012, 19:51 
User avatar

User rating: 94
Joined: Mon 06 Feb, 2012, 12:22
Posts: 357
Location: Portugal, Castelo Branco
Hi Federro:

When you subscribe an instrument, you get access to all feed data beginning with ticks and all basic periods. After subscribing, if you want to work only with one period you need to do filtering.

About the news feed i can't help because i haven't analysed and tryied it.

Trade well and prospers in your way

JL


 
 Post subject: Re: BackTesting - Data Period Post rating: 0   New post Posted: Mon 25 Jun, 2012, 07:19 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Federro wrote:
Question 01:
?? Time Period command ...
... In case BackTesting is launched from Eclips. Where TimePeriod can be set. For example back tesing the strategy on EURUSD Tick Data for the last two weeks..
See: https://www.dukascopy.com/wiki/#Filter_Ticks_Bars
Federro wrote:
Question 02:
News subscription..
NewsFilter newsFilter = new NewsFilter();
NewsFilter.setTimeFrame(NewsFilter.TimeFrame.TODAY);
client.addNewsFilter(newsFilter);
Is it possible to run backtesting for news related strategies? IF Yes (ducas provide old news) - Please attached example that can be used in backtesting ..
Currently this is not possible.


 

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