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Historical Testing of Strategy Based on News
dspetrov
 Post subject: Historical Testing of Strategy Based on News Post rating: 0   Post Posted: Thu 24 Nov, 2011, 22:35 

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Hello,

I have a strategy that submits trades based on market news and calendar messages. Is it possible to test it using the historical testing client? I run the strategy on the testing client, but it didn't enter in the onMessage method.
 
API Support
 Post subject: Re: Historical Testing of Strategy Based on News Post rating: 0   Post Posted: Fri 25 Nov, 2011, 08:34 
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At the current implementation news and calendar are not available for historical testing.
 
c112
 Post subject: Re: Historical Testing of Strategy Based on News Post rating: 0   Post Posted: Sun 30 Mar, 2014, 13:27 

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API Support wrote:
At the current implementation news and calendar are not available for historical testing.

sorry to unbury this thread, but now news are available for historical testing right? is this wiki link https://www.dukascopy.com/wiki/#Trade_on_news the right resource for it?
 
c112
 Post subject: Re: Historical Testing of Strategy Based on News Post rating: 0   Post Posted: Sun 30 Mar, 2014, 22:57 

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I tried an historical test with https://www.dukascopy.com/wiki/#IClient_ ... d_Calendar and unfortunately I note that historical events are not printed.
jforex team probably choose to not keep them, but they are a really important source of information, I wanted to backtest algorithms based on news, how can I do? try running a live strategy on a server 24/7 to save them now in database for further tests?
 
API Support
 Post subject: Re: Historical Testing of Strategy Based on News Post rating: 0   Post Posted: Mon 31 Mar, 2014, 07:46 
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c112 wrote:
sorry to unbury this thread, but now news are available for historical testing right?
No they are not. The feature request has been registered in the following topic:
viewtopic.php?t=48723
 
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