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| BackTesting with a csv file http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=83&t=57455 |
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| Author: | rilgo711 [ Thu 15 Oct, 2020, 06:58 ] |
| Post subject: | BackTesting with a csv file |
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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| Author: | vadim_berezhnoj [ Tue 20 Oct, 2020, 16:39 ] |
| Post subject: | Re: BackTesting with a csv file |
Hello. Here is the example to read data from CSV. https://www.dukascopy.com/wiki/en/devel ... a-from-csv Kind regards. |
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