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| BackTesting with a csv file |
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rilgo711
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| Post subject: BackTesting with a csv file |
Post rating: 0
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Posted: Thu 15 Oct, 2020, 06:58
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User rating: 0
Joined: Thu 06 Aug, 2020, 01:15
Posts: 1
Location: Thailand, Bangkok
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Hello,
i am trying to back test and optimize a strategy using 10 min bars, over a period of 2 years, with the JForex desktop application. The strategy uses only a few indicators and no complicated decisions, nevertheless it takes many hours for a single run to complete. Like this it seems utterly impossible to test more than a few parameter combinations.
Browsing the Java sources and APIs in dds2.greed-common, it should possible to create an IFeed with a DataCache that loads its data from a csv file, but the API does not expose them to custom IStrategy, IClient or IContext classes.
I assume that loading static data might skew the final result of a strategy. But knowing this i could compensate for the error in the final outcome.
Since i am using the JForex Java API to implement my strategies, I would greatly appreciate any advice how i should go about such a feature.
Thank you
Regards Roger
PS: JForex java API's are really great !!
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vadim_berezhnoj
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| Post subject: Re: BackTesting with a csv file |
Post rating: 0
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Posted: Tue 20 Oct, 2020, 16:39
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| Visual JForex expert at Dukascopy |  |
User rating: ∞
Joined: Mon 22 Apr, 2013, 11:30
Posts: 604
Location: UkraineUkraine
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