Better way to backtest 2 years of futures data

[saurmitt]

Hello,

Currently when I have to backtest a strategy, first I have to load 2 years of data onto the chart display by continuously scrolling leftwards.. This process takes several hours (more than 5-6 hours at times), thus making it very difficult to test a strategy over multiple charts, as loading each chart itself takes so long..

Is there a faster way to backtest ?

Thanks in advance,

Saurabh

[ACM]

Re: Better way to backtest 2 years of futures data

Saurabh
Use a Time Template to load the required data [see the linked article for information on Time Templates]
Alex

Originally posted by saurmitt
Hello,

Currently when I have to backtest a strategy, first I have to load 2 years of data onto the chart display by continuously scrolling leftwards.. This process takes several hours (more than 5-6 hours at times), thus making it very difficult to test a strategy over multiple charts, as loading each chart itself takes so long..

Is there a faster way to backtest ?

Thanks in advance,

Saurabh

[saurmitt]

Thanks Alex. In order to test for 2 years, I tried keeping # of days as 500 for 5 min chart in my time template. However, it seems there is a max limit of 120 days and anything over 120 days automatically gets set as 120.

Am I missing something ?

Regards,
Saurabh

[demarcog]

I'm not certain but this may be worth a try.

I may have also made change in a a feature on my Account Maintenance. The charge was very inexpensive and well worth it at $10 per month or so.

Again it's been awhile and I may be wrong.

Hope this helps.

[saurmitt]

Hello Glen,

Not sure if I understood you right, but if you were referring to subscription to extended history data, that was already enabled in my account for last several months.

Any other solution to my original question ?

Regards,
Saurabh

[ACM]

Saurabh
That is due to an issue in the Time Template which does not accept a value greater than 120 days for specific Intervals.
The workaround is to set the Intraday Default of that Time Template to load the required number of days and remove from that Time Template any User Defined Intervals that you may be using for back testing
Alex

Originally posted by saurmitt
Thanks Alex. In order to test for 2 years, I tried keeping # of days as 500 for 5 min chart in my time template. However, it seems there is a max limit of 120 days and anything over 120 days automatically gets set as 120.

Am I missing something ?

Regards,
Saurabh