Backtesting with data from CSV file

AlexanderRC said:

Very encouraging screenshot. Any predictions when optimizer will be released?

Optimization is currently in beta stage. You can check it in Spotware cAlgo. We plan to release Optimization for all our brokers in 2 weeks.

Any idea if backtesting multiple symbols and timeframes will be available soon?

Are there any other options for me available anywhere where i can backtest multiple currency/symbol cbots?

RE:

emeeder said:

Any idea if backtesting multiple symbols and timeframes will be available soon?

Are there any other options for me available anywhere where i can backtest multiple currency/symbol cbots?

multi-timeframe backtesting is already available. We cannot provide an ETA but multi-symbol backtesting is planned.

RE: RE: RE:

Spotware said:

chanet said:

Spotware said:

Tick data backtesting has been released:

Hello, From which date I can use this new feature tick data backtesting?

The available data range depends on specific Symbol and Broker. You can check the available data range by using data range slider

Is tick data being downloaded from broker server to user's computer? if yes, where can i find them? if no, would like to know how reliable is tick data backtest in calgo. afaik, in mt4, tick data has to be downloaded locally so not sure if calgo does the same?

and it also seems like users need to be connected to the internet to run a backtest, why?

Is tick data being downloaded from broker server to user's computer? if yes, where can i find them? if no, would like to know how reliable is tick data backtest in calgo. afaik, in mt4, tick data has to be downloaded locally so not sure if calgo does the same?

cAlgo automatically downloads tick data from Spotware's servers. Tick data is broker specific. Tick data is 100% reliable because it contains every tick. You can find tick data on your machine in the following directory:

C:\Users\%UserName%\AppData\Roaming\%BrokerName%-cAlgo\BacktestingCache\Ticks

and it also seems like users need to be connected to the internet to run a backtest, why?

We plan to remove this restriction in the future. Thank you for your feedback.

RE:

Spotware said:

Is tick data being downloaded from broker server to user's computer? if yes, where can i find them? if no, would like to know how reliable is tick data backtest in calgo. afaik, in mt4, tick data has to be downloaded locally so not sure if calgo does the same?

cAlgo automatically downloads tick data from Spotware's servers. Tick data is broker specific. Tick data is 100% reliable because it contains every tick. You can find tick data on your machine in the following directory:

C:\Users\%UserName%\AppData\Roaming\%BrokerName%-cAlgo\BacktestingCache\Ticks

For every date there is a separate file in folder named after the symbol. The files are in a proprietary format with scrambling (reversible encryption). The only value of looking at them is to check whether the specific date and symbol has been cached or not.

and it also seems like users need to be connected to the internet to run a backtest, why?

We plan to remove this restriction in the future. Thank you for your feedback.

Please add the ability to use user specified tick data from a CSV file at the same time.

RE: Formatting proper CSV File for Backtesting and optimisation

Hi

Using Tickhistory Lite, and triking a little the output format I can easily export data for backtesting and optimisation. This is a short examples of data for EURUSD. Unfortunately It does not work The parse did not like it. The only thing I can see is that volume is not an integer but a float number,

2014.12.24,00:01,1.21747,1.21772,1.21747,1.21768,46.9399999380112
2014.12.24,00:02,1.21768,1.21768,1.21768,1.21768,11.2000000476837
2014.12.24,00:03,1.21768,1.21774,1.21768,1.21774,21.9799998998642
2014.12.24,00:04,1.21775,1.21776,1.21774,1.21776,39.1200000047684
2014.12.24,00:05,1.21776,1.21777,1.21776,1.21777,8.96000003814697
2014.12.24,00:06,1.21777,1.21778,1.21775,1.21775,10.2300000190735

Any Idea how to fix it?

Thank you

Spotware said:

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

tick

 The files are in a proprietary format with scrambling (reversible encryption). The only value of looking at them is to check whether the specific date and symbol has been cached or not.

Will the tick data be available for multipurpose in the future ( without  encryption). 

RE: tick

RedRhinoFX said:

 The files are in a proprietary format with scrambling (reversible encryption). The only value of looking at them is to check whether the specific date and symbol has been cached or not.

Will the tick data be available for multipurpose in the future ( without  encryption). 

As has been suggested elsewhere on this forum you can write a simple cBot which would log the ticks in any format you like. Maybe even someone has already written it.

RE: RE: Formatting proper CSV File for Backtesting and optimisation

This post was removed by moderator because it duplicates another post. /forum/calgo-support/7782