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BackTesting with a csv file
 Post subject: BackTesting with a csv file Post rating: 0   New post Posted: Thu 15 Oct, 2020, 06:58 

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Joined: Thu 06 Aug, 2020, 01:15
Posts: 1
Location: Thailand, Bangkok
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 !!


 
 Post subject: Re: BackTesting with a csv file Post rating: 0   New post Posted: Tue 20 Oct, 2020, 16:39 
Visual JForex expert at Dukascopy
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Joined: Mon 22 Apr, 2013, 11:30
Posts: 604
Location: UkraineUkraine
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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