Suggestion : Backtest based on current periodicity
Hi,
It would be nice to have a backtest mode allowing to use OHLC with the current periodicity instead of 1 min "intra bar " model.
Two advantages :
1. Allows to backtest a strategy on a "pessimistic mode" so improves the robustness
2. The other BIG advantage is to be able to perform a 1H OHLC based backtest 60 times faster than today.
I agree. Metaquotes, please add this feature.
Another suggestion: backtesting (especially multi-currency or multi-timeframes) is a real pain as the initialization time (where data is downloaded and synchronized) is huge (very often larger than the simulation itself). Please make good use of caching to speed things up when the currency or time frame parameters remain the same. I'm sure you can do better.
I agree. Metaquotes, please add this feature.
Another suggestion: backtesting (especially multi-currency or multi-timeframes) is a real pain as the initialization time (where data is downloaded and synchronized) is huge (very often larger than the simulation itself). Please make good use of caching to speed things up when the currency or time frame parameters remain the same. I'm sure you can do better.
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Hi,
It would be nice to have a backtest mode allowing to use OHLC with the current periodicity instead of 1 min "intra bar " model.
Two advantages :
1. Allows to backtest a strategy on a "pessimistic mode" so improves the robustness
2. The other BIG advantage is to be able to perform a 1H OHLC based backtest 60 times faster than today.