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Backtest with latest data #480656
06/24/20 05:13
06/24/20 05:13
Joined: Apr 2019
Posts: 53
Canada
A
aelagha Offline OP
Junior Member
aelagha  Offline OP
Junior Member
A

Joined: Apr 2019
Posts: 53
Canada
I have used the "download" script to downlaod the price data up to date from my broker. I get a msg saying it is successful and 2020 data download is complete. However, When I run the backtest, I see in the perf report that the test period ends 2020-02-28 and the pnl file shows also trades end on that date.

I thought backtest would run on the up to date price data. Is this case, or am I missing something? are the *.t6 history data files updated when running the download script?

Thanks

Re: Backtest with latest data [Re: aelagha] #480692
06/29/20 11:37
06/29/20 11:37
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
I don't know what you updated, but WFA runs not on the up to date price data. It runs until the end of its last cycle.

Re: Backtest with latest data [Re: aelagha] #480723
07/03/20 19:35
07/03/20 19:35
Joined: Apr 2019
Posts: 53
Canada
A
aelagha Offline OP
Junior Member
aelagha  Offline OP
Junior Member
A

Joined: Apr 2019
Posts: 53
Canada
I downloaded the asset prices from the broaker, and I see the date on these files changing to the current date (June 25), i.e. AUDUSD_2020.t6 now has June 25 as the last date the file is modified. When I run the backtest, it seems historical data up to 2020-02-28 is used, and the 2020-03-01 to 2020-06-25 new data is not included in the backtest. This is the case for all asset. I thought the backtest would run all the way to the last data point in the historical asset price files.

What you are saying is that WFA runs until the end of its last cycle, which would be 2020-02-28, i.e. hardcoded? Is this correct?

Thanks a lot.

Re: Backtest with latest data [Re: aelagha] #480740
07/06/20 10:24
07/06/20 10:24
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Yes, that is correct.


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