Rank: Newbie
Groups: Registered, Registered Users
Joined: 9/20/2007(UTC)
Posts: 8
Location: Amsterdam
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hello,
Is it possible to change backtesting range? Im testing my daytrading system based on 15 min charts but max i can backtest is 8 days. So the result is very volatile, two weeks ago i get 70% return yearly, last week 115% and this week 1%.
Last month it worked perfectly, this month i stopped using it since the bad backtest this week and indeed i get a lot of wrong signals
Id love to backtest for a longer period
thanks
Stijn
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT
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There should be a "Dates" button in the lower right corner of the Select Securities screen for adjusting the date range.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/7/2005(UTC)
Posts: 1,346
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hey stijn..... are you testing using a realtime server or creating your own intraday data files.....
sounds like you have the 'use available bars' setting low.... you can increase it or use the date settings as pyradius mentioned..... 15 minute charts would need maybe 20k bars.....h
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 8/13/2005(UTC)
Posts: 90
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Mr. Pyradius,
Though my comment is not directly related to the thread. Still it could be somewhat relevent to ask it here.
Should we expect a new upgrade soon? Missing first bars on Weekly and Monthly charts are something I am looking forward to corrected in next upgrade or fix. It seems that you have tried to fix this problem - because previously first bar was never visibile - now I have sporadic instances when the first bar is visible. I am hoping it is fully fixed soon. To be more specific - I see missing first bars on multi chart layout.
You will appreciate that EVERY bar on a monthly chart is a precious stuff - we get one only once a month - secondly the activity in any scrip during initial listing period seems to have very important activity - so it should not be lost.
Will look forward to your comments.
Regards
SMG
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Rank: Newbie
Groups: Registered, Registered Users
Joined: 9/20/2007(UTC)
Posts: 8
Location: Amsterdam
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Hey thanks for your tips i tried but couldnt get it to work, im using realtime data from reuters via reuters Xtra 3k. I tried indeed to change the dates but whatever date I choose seems it doesnt go further then 8 days. On one rare occasion i got 10 days.
What i dont understand is when i test on daily basis it backtests for 2 years, on half hour basis 44 days, and i cant change that either
Im using metastock 7.1.1.0 btw dont know if thats the reason.
Could it be that it is datavendor related?
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/7/2005(UTC)
Posts: 1,346
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hey stijn..... yes it could be a data vendor issue or a compatilbility issue between meta 7 and xtra 3k ...... after reading the pdf for xtra 3k about a dozen questions come to mind.....
my experience is limited to meta v9 and up ..... and only with esignal, qc and standard reuters data plans..... so i am out of my league with this problem.... hopefully pyradius or one of the equis guys might know.....h
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Rank: Newbie
Groups: Registered, Registered Users
Joined: 9/20/2007(UTC)
Posts: 8
Location: Amsterdam
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Im getting metastock 10 soon so i hope that will resolve the issue
thanks for your help ;-)
Stijn
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT
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The older System Tester was run from a chart. You have to increase the number of records loaded in the chart to back test additional data.
Click File-->Open
Click Options in the upper right corner
Click Load Options
Increase the Load to the number of records you'd like to test and click Ok
You will have to re-open the chart for this new load setting to take effect
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Rank: Newbie
Groups: Registered, Registered Users
Joined: 9/20/2007(UTC)
Posts: 8
Location: Amsterdam
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hi,
I tried changing info but it doesnt give me more data, wich makes me to conclude its indeed a datavendor issue.
or an issue between metastock 7.1.1.0 and reuters Xtra 3k.
thanks for the help ill contact reuters to ask if its indeed datafeed related
stijn
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Rank: Newbie
Groups: Registered, Registered Users
Joined: 9/20/2007(UTC)
Posts: 8
Location: Amsterdam
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Hello,
I just had a talk with tech expert from reuters and its been confirmed that it is indeed a datavendor problem, the datafeed from reuters xrtra 3k is limited to 8 days back on 15min basis or 768 bars (8days)
same for daily=768 days, half hour etc.
so its not metastock related!
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