Data

Author: admin

January 9th, 2019

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This is where you can configure the symbol, timeframe, and time range on which the strategies will be backtested.

Trading Engine

allows you to choose which of the available backtesting engines (MetaTrader4 / MetaTrader 5 etc.) should be used for testing the strategy.

Backtest data settings

choose the symbol, timeframe and date range on which the strategies will be tested.
If you use multi-TF or multi-symbol strategies you must select symbol and timeframe for each additional chart:

Test precision

testing precision means how the price is data simulated during the backtest. It is usually sufficient to use Selected Timeframe mode for Market orders, or Tick simulation mode for Stop/Limit orders.
You can also use faster mode for generation, and then slower mode for strategies retest.

Out of Sample Period

  • Allows you to split the history data to two parts:
    In Sample – it is used during genetic evolution to compute the rank of the strategies, so that the program is able to compare them
  • Out of Sample – this part of the data is used to verify if strategy really works as expected also on data that it was not evolved

Test parameters

Testing precision

means how the price is data simulated during the backtest.
It is usually sufficient to use Selected Timeframe mode for Market orders, or Tick simulation mode for Stop/Limit orders.
You can also use faster mode for generation, and then slower mode for strategies retest.

Selected Timeframe only
it is the fastest testing mode. It uses only the main timeframe to simulate the prices, it creates four “ticks” – at bar Open, High, Low and Close values.
This results in a very fast backtesting with acceptable accuracy for a quick preview. However, for Stop or Limit orders the testing accuracy might not be sufficient, and you should try more precise mode.

1 Minute data
slower testing mode, it uses minute data (if available) to simulate price changes during the testing. It creates 4 ticks every minute, and thus simulates also movement within the bar.

Real Tick – custom spread
this mode uses Bid value from real tick data (if available) for exact price simulation, but it computes Ask value using the custom spread you specify. It is slower than the other modes and it should be used for final verification of new strategies.

Real Tick – real spread
this mode uses real tick data for exact price simulation with real Bid and Ask prices. It is much slower than the other modes and it should be used for final verification of new strategies.

Spread

You can specify spread used in backtest – it is a difference between Bid and Ask price.

Other (Slippage, Min Distance, Commission)

clicking on this link will open a new popup dialog, where you can configure these additional settings.

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