cTDN Forum - Backtesting with data from CSV file

Spotware since: 23 Sep 2013;

21 Nov 2013, 15:52

Backtesting with data from CSV file

A new feature will be available in the next release of cAlgo: Backtesting with data from a CSV file.

Before backtesting, you will have the option to choose data source - Either one minute trend bars from a broker server or one minute trend bars from a CSV file on your local disk. If you choose to use a CSV file you will need to specify its location, after which cAlgo will analyze the file and adjust minimum and maximum available dates for backtesting.

CSV file format

In order to use trend bars from the file you need to have comma-separated CSV file with following columns:

Date
Time
Open Price
High Price
Low Price
Close Price
Volume

Example:

2003.06.18,16:01,1.11423,1.11428,1.11332,1.11374,19
2003.06.18,16:02,1.11364,1.11436,1.11361,1.11405,7
2003.06.18,16:03,1.11402,1.11455,1.11400,1.11440,5
2003.06.18,16:04,1.11446,1.11461,1.11401,1.11447,14

TRADERS FIRST™ Vote for your favorite features: https://ctrader.com/forum/suggestions

Hyperloop since: 23 Oct 2013;

25 Nov 2013, 23:03

Do you have an ETA on tick data testing?

oktrader since: 03 Aug 2013;

27 Nov 2013, 15:33

RE:

Will this allow the use of more accurate historical data (tick-data)?

Spotware since: 23 Sep 2013;

27 Nov 2013, 16:50

RE:

Hyperloop said:

Do you have an ETA on tick data testing?

We cannot provide an ETA but it is planned.

TRADERS FIRST™ Vote for your favorite features: https://ctrader.com/forum/suggestions

kyro747 since: 19 May 2013;

30 Nov 2013, 09:41

RE: RE:

Will it be possible to load 1m data in blocks rather than have to run it off one file as it is unlikely you have all the data in 1 file? E.g. I have it in 1 year files.

Spotware since: 23 Sep 2013;

02 Dec 2013, 16:19

It is not possible to load more than one file. You can merge the files manually into one.

TRADERS FIRST™ Vote for your favorite features: https://ctrader.com/forum/suggestions

AwarenessForex since: 07 Dec 2013;

07 Dec 2013, 23:58

RE: RE:

Spotware said:

Hyperloop said:
Do you have an ETA on tick data testing?
We cannot provide an ETA but it is planned.

can you go into more details as to why tick data backtesting wasn't considered from the start of cAlgo development? I find it hard to believe that a modern trading package post-metatrader 4 is limited to 1 minute data bars for testing strategies.

Are your trading systems fully automated? AwarenessForex.com

Spotware since: 23 Sep 2013;

10 Dec 2013, 09:42

RE: RE: RE:

AwarenessForex said:

can you go into more details as to why tick data backtesting wasn't considered from the start of cAlgo development? I find it hard to believe that a modern trading package post-metatrader 4 is limited to 1 minute data bars for testing strategies.

You are right, tick-based backtesting can be very useful. The reason is that we have of lot of things to do. Tick-based backtesting will be implemented release of tick-charts.

TRADERS FIRST™ Vote for your favorite features: https://ctrader.com/forum/suggestions

lec0456 since: 14 Nov 2012;

13 Dec 2013, 00:47

Can you download a csv from the server?

Spotware since: 23 Sep 2013;

13 Dec 2013, 14:50

RE:

lec0456 said:

Can you download a csv from the server?

No, this is not possible.

TRADERS FIRST™ Vote for your favorite features: https://ctrader.com/forum/suggestions