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Backtesting date range
qldvoipster
 Post subject: Backtesting date range Post rating: 0   New post Posted: Sun 18 Jan, 2015, 14:34 

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Joined: Thu 23 Jun, 2011, 07:26
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Location: United KingdomUnited Kingdom
Is there a way to programmatically determine the start and finish dates that the historical backtester has been started with?

So in the onStart() method of the strategy, you could find out the actual date ranges the strategy would run against.

Appreciate that's not how live strategies would normally operate, but for backtesting, it would be very useful to know how long the strategy is going to run for pre-allocating some memory structures.

https://imgur.com/oumc8sS for historical backtester screenshot where you specify the custom date range. Just need those values (2007.04.18, 2007.06.30) in the Strategy.
 
API Support
 Post subject: Re: Backtesting date range Post rating: 0   New post Posted: Wed 21 Jan, 2015, 10:54 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Hi!

Standalone API has ITesterClient.setDataInterval() / ITesterClient.getDataInterval() methods. But in case of platform's historical tester JForex API does not provide functionality to get that information.
 
tcsabina
 Post subject: Re: Backtesting date range Post rating: 0   New post Posted: Thu 22 Jan, 2015, 10:17 
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Joined: Mon 08 Oct, 2012, 10:35
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Location: NetherlandsNetherlands
As a workaround you can add 2 new parameters to your strategy: start and end date of test.
Each time you start a new backtest on the platform, you can modify these settings accordingly. And the only thing is left to read out these parameters in the onStart().

I know this is not ideal, but at least you can get what you want.
 
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