Load more History on Backtest

4
Votes

yuval.ein since: 08 May 2020;

  02 Apr 2021, 16:23
Load more History on Backtest

I'd like to have the ability to load more data when I run a back test, using the LoadMoreHistory method or anything equivalent. Here's the reason why this feature is needed instead of simply start the back test in an early date:

If I start running a back test from a specific date, I will need a certain amount of past data before that date. This amount of data (bars or days) is NOT KNOWN, it is decided according to market conditions. I will need to keep calling the LoadMoreHistory until a specific condition is filled - only then I can start the run of my cBot.

When running the cBot live it is not a problem, however when I use it on a back test how far should I go back? A day? A week? a month?  Even if I knew how far should I go the cBot will start from that date instead of a date of my choosing.

The ability to use LoadMoreHistory on back test will solve all these problems.

Thanks

JerryTrader since: 06 Jan 2021;

  06 Apr 2021, 20:33

I couldn't agree more on that point.

If LoadMoreHistory exists, there's no reason why it should not be available for backtests.