FXCM TSII Version 01.11.111711 BackTesting

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FXCM TSII Version 01.11.111711 BackTesting

Postby snakesandladders » Tue Nov 22, 2011 8:04 am

Can anyone confirm the following using the newly released live or demo version of TSII.

Back test any standard strategy that produces trades (MA_ADVISOR).

Select GBP as your "Account Currency" in the "Account Parameters".

Select just EUR/USD or UK100 in "Market Data".

Then run the strategy using whatever other parameters you wish.

Then open up the "History Tab" and scroll down it.

Do you see just the market data currency pair (or UK100) or do you see the GBP/USD currency pair as well (which wasn't selected in "Market Data")?

I've tried this on an updated version of TSII which was pumped out over the weekend and a fresh install, but the results are still the same. Is this parculiar to the UK spread betting version as tech support say they can't replicate the results?
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Re: FXCM TSII Version 01.11.111711 BackTesting

Postby Ekaterina » Wed Nov 23, 2011 6:16 am

The reason this pair is displayed in the log is that it is required for cross calculations.
For example, you backtest on EUR/USD but your account is in GBP. In this case Backtester needs data for GBP/USD and will load it automatically.
Ekaterina
 

Re: FXCM TSII Version 01.11.111711 BackTesting

Postby fx_wannabe » Fri Nov 25, 2011 1:03 pm

Hi,

I have a problem with this feature, the "Strategy Backtester." Whenever I run the backtester, it has trouble downloading the Market Data, I then have to close the backtester with no results.

Any ideas??

Many thanks.
fx_wannabe
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Re: FXCM TSII Version 01.11.111711 BackTesting

Postby PipGrabber » Sun Nov 27, 2011 8:22 am

fx_wannabe wrote:Hi,

I have a problem with this feature, the "Strategy Backtester." Whenever I run the backtester, it has trouble downloading the Market Data, I then have to close the backtester with no results.

Any ideas??

Many thanks.
fx_wannabe


i think its because the market data is not up to date to the current market price. i experience it too when choosing to date as current or even yesterday.. the result would be trouble downloading market data.. that's why, whenever you choose the date, your to date is a week older from the current date. (sucks!). its literally backtesting..lolz! that's why if you want to backtest till the current market data. you have to go to the SDK, the strategy debugger. (but have to import the market data from marketscope chart to indicore) else, you have to be contented with using a week older data. :mrgreen:
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Re: FXCM TSII Version 01.11.111711 BackTesting

Postby sunshine » Mon Nov 28, 2011 10:45 am

fx_wannabe wrote:Hi,

I have a problem with this feature, the "Strategy Backtester." Whenever I run the backtester, it has trouble downloading the Market Data, I then have to close the backtester with no results.

Any ideas??

Many thanks.
fx_wannabe

Looks like the issue happens because you loaded the data during weekend. Please see viewtopic.php?f=25&t=8037
sunshine
 

Re: FXCM TSII Version 01.11.111711 BackTesting

Postby fx_wannabe » Tue Nov 29, 2011 5:29 am

Hi Sunshine,

Looks like the issue happens because you loaded the data during weekend.


You were right, it works fine now.
Big thanks. ;)
fx_wannabe
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