FXCM TSII Version 01.11.102511 BackTesting/Optimizing

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FXCM TSII Version 01.11.102511 BackTesting/Optimizing

Postby snakesandladders » Sat Nov 19, 2011 2:30 pm

Can anyone tell me if there is a minimum period of data you can Backtest/Optimize on. I usually use a minimum of 1 weeks data which is fine. However, it only produces results for the last day of that week. If I try anything less than a weeks worth of data it produces no results at all, even if it's part of the weeks worth of data that did produce results. I hope I have explained that OK.
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Re: FXCM TSII Version 01.11.102511 BackTesting/Optimizing

Postby Apprentice » Sat Nov 19, 2011 6:09 pm

I can not be sure without having to carry out testing.
But I think that is the cause is fact that indicators require minimum number of data points,
If this is not satisfied, they can not execute.
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Re: FXCM TSII Version 01.11.102511 BackTesting/Optimizing

Postby snakesandladders » Sun Nov 20, 2011 1:57 pm

Apprentice,

Part of the problem was with the strategy I was testing: a multitimeframe CCI I developed before you published yours. I had a couple of extsubscribes on higher timeframes that had executed although the data wasn't actually being used to execute trades. Now I know what that part of the problem is I can fix it.

However, the above problem seemed to be hiding two others.

A) You can't seem to backtest on the current weeks data (currently any data from the 14th to the 18th): the bid data appears to be scrambled ( e.g. 1.#INFOe+000 or -1.#IND0).

B) Althougth I have only one currency cross selected (EUR/USD) the backtester insists I have also selected GBP/USD as well, when it is most definately not selected. My account is in GBP, perhaps this has something to do with it?

Any guidence, thoughts would be very much appreciated.
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Re: FXCM TSII Version 01.11.102511 BackTesting/Optimizing

Postby Apprentice » Sun Nov 20, 2011 5:57 pm

This way I can give you little or no help.
Please send me your code to my privat email.
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Re: FXCM TSII Version 01.11.102511 BackTesting/Optimizing

Postby snakesandladders » Mon Nov 21, 2011 1:39 am

Thanks for the offer Apprentice, but I have already fixed the code.

This morning problem A) seems to have disappeared, I'll check this again next weekend to see if it is a just a feature of weekend testing. B) is still present but doesn't seem to be causing any problems that I can see.
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