AlgoStudio Backtesting Range Is Not Working
In AlgoStudio, Protrader is not running the strategy for the specified range of time. Anyone knows why? For instance, today is 5/17/2016, and when I run the strategy for the past 10 days, on 5/17 orders are placed. Thanks
Please, give us more information about your case, I mean :
Are there any holes in the history?
What is the size of your database?
What strategy or database do you use?
I have just checked a strategy (3MACrossAdvisor) on the next periods : 10 Days / 5 Days / Custom periods. So, the working period was correct (in the test).
Regards, QA Engineer.
HI Engineer QA,
I'm so sorry for the lack of clarity in my last post and that I took so long to respond (I don't get notifications). To be clearer this time:
Let's say that today is May 26th and I'm backtesting for the past 10 days with tick data. After the testing is complete, I will only see the 26th and 25th instead of the days from 16th to the 26th. I believe I downloaded the data correctly. When I download the data, it takes some time, which leads me to believe that the system is really downloading.
Thanks for your response.
This sound similar to my problem: https://protrader.org/forum/ptmc-brokers/lmax-excha...
I suggest checking if you have the latest version installed. They fixed some issues so I am able to backtest more than 1 day of tick data now. But there are still more issues that need to be fixed.
After the testing is complete, I will only see the 26th and 25th instead of the days from 16th to the 26th.
Do you see it on the chart or in trades history?
I believe I downloaded the data correctly. When I download the data, it takes some time, which leads me to believe that the system is really downloading.
You can check the history by using the View database panel, or export the whole history by this period.
For example :
1. Open the Algostudio
2. Open the View Database
3. Export the data by using the export button (for the chosen instrument)
4. Choose the same period (if you use the 10 days period, you should export >10 days)
5. Check the data (for testing and exported file)
Regards, QA Engineer.