It's good to see some progress with the Historical Tester with the addition of some optimisation. And it seems to be using all available CPU cores, which is very cool. But it would be great if you could make a final push and add the main missing features. I've always found it odd that you offer much the most powerful trading API outside of corporate platforms, and yet the backtesting in JForex and the SDK is under-powered. I'm sure you know what a fully featured backtester would look like, but my two highest priority features would be:

Reporting: It is surely time to add professional-level integrated reporting, with the usual charts, ratios, breakdowns by instrument, day of week, time of day etc. I've implemented this myself on my own backtester and it only took a few days. You guys are far smarter than me, so it's not a big job. There are some terrific charting libraries available that make programming web reports fairly trivial. I've never understood why the current reporting is so basic when it would be easy to fix. And while you are at it, you could add the reports to the live accounts as well - I'm sure it would be a much appreciated feature.

Bar-resolution testing for volume and price bars: At the moment, anyone using Range Bars, Tick Bars, Renko etc is effectively limited to tick-resolution testing. While this is accurate, it is also extremely slow for multi-year tests, optimisation etc. It would be a major improvement if you could offer bar-resolution testing. The Data Manager offers these bars, which is a **fantastic** and much appreciated feature. But it would be a big step forwards if you made those bars available to the Historical Tester. There is a big gap in the market for bar-based backtesting with volume and price bars - there are endless forum threads about this all over the web. I've found that people who work with unconventional bars are often the kind of serious and professional traders you would be wanting to attract to Dukascopy and the JForex platform. Adding this feature would surely win you some valuable new customers.

Started doing some work with time aggregations and realised that they are tick based too, unless you interpolate.

Adding bar-based backtesting for all feed types would be a much appreciated feature and a huge step forward for the platform.

I'm sure it would generate some buzz around JForex and bring some serious traders into Dukascopy.

Hello.

Most of price aggregated data types use time session parameter to specify period of candles from which PA bars will be constructed.



Strategy can customize this parameter in corresponding implementation of ITailoredFeedDescriptor interface when subscribing to data feed.
See example for Kagi Strategy.java

Range bars can be customized using DataInterpolationDescriptor parameter, Tick bars are always built from ticks.
Time aggregation candles in HT now are built from ticks, but interpolation also can be applied to speed up testing process.

Kind regards, Support Team.