AM I RIGHT? IS IT A SUNDAY TRADE (BACK TEST 99.9%) ? - page 2

 
Alain Verleyen:

The market is open every Sunday...somewhere, due to timezones. If you have Sunday candles in 2013 and not currently, either you mixed data or your broker did. That's the first thing to check.

After that you can just filter Sunday or any undesirable period from trading. If you are using higher timeframe you can calculate them yourself.

But better and easier is to use reliable data using no Sunday candles at all. 


Yes Alain, I am using reliable data (paid data) which has 99.90% quality!

However, the back-tester is a great tool. At least it puts you on the correct way.



 
Mohammad Soubra: Yes Alain, I am using reliable data (paid data) which has 99.90% quality!

However, the back-tester is a great tool. At least it puts you on the correct way.

Well, if you are using Paid Data, then you should be complaining to the Data Feed provider and not about the Strategy Tester, because it was designed to work with any Time-Zone and DST setup, which allows for trading both on Saturdays and Sundays.

The only Time-Zone and DST that can be almost 100% clear of Saturday or Sunday Data is NY+7. So if your data feed is not based on that, then complain to the Data Feed provider. For all other time-frames and DST, there will always be a chance for Saturday and Sunday data at some time or another.

Also, if you are using 3rd Party Tools, such as TickStory or Birt's Tick Data Suite, then they are based on free (not paid) Dukascopy data which is based on UTC+0. However, the Time-Zone adjustment process carried out by the 3rd-Party tool is not always 100% correct.

In all these scenarios, the problem is not with the Strategy Tester, but with the data. It is NOT a bug!

 
Mohammad Soubra:


Yes Alain, I am using reliable data (paid data) which has 99.90% quality!


Obviously not. You have Sunday candles, manage it what is the problem ?

 

The crypto markets are also trading in weekends so the tester should support this.

But there should not be any sunday candles in the historic data for forex market.

 
Marco vd Heijden:

The crypto markets are also trading in weekends so the tester should support this.

But there should not be any sunday candles in the historic data for forex market.

Of course there are. Sunday is when the FX market opens. Wether you see a Sunday bar depends on the TZ of your broker as I already posted: #1
 
whroeder1:
Of course there are. Sunday is when the FX market opens. Wether you see a Sunday bar depends on the TZ of your broker as I already posted: #1
Ok thank you for sharing your knowledge :)
 
Fernando Carreiro:

Well, if you are using Paid Data, then you should be complaining to the Data Feed provider and not about the Strategy Tester, because it was designed to work with any Time-Zone and DST setup, which allows for trading both on Saturdays and Sundays.

The only Time-Zone and DST that can be almost 100% clear of Saturday or Sunday Data is NY+7. So if your data feed is not based on that, then complain to the Data Feed provider. For all other time-frames and DST, there will always be a chance for Saturday and Sunday data at some time or another.

Also, if you are using 3rd Party Tools, such as TickStory or Birt's Tick Data Suite, then they are based on free (not paid) Dukascopy data which is based on UTC+0. However, the Time-Zone adjustment process carried out by the 3rd-Party tool is not always 100% correct.

In all these scenarios, the problem is not with the Strategy Tester, but with the data. It is NOT a bug!

But they are paid! Not free 
$

Then, What you suggest for great provider?
 
Mohammad Soubra: But they are paid! Not free. Then, What you suggest for great provider?

The "apps" are paid, not the data - the data is free. Any one can download it for free from Dukascopy directly.

There is nothing wrong with the data or the "apps". Its YOUR unrealistic expectations and misinformation about the markets that needs to reevaluated!

 

All comments says that it is my mistake.

How?! or how to fix it?

By this issue, I am very afraid now because any performed back-test (and set files) could not be the same in my real money account/broker specially with codes enable/disable the activity by the timing.

THEN, if so, all the back-tests shown in the market are not real (never). Even if 99.9% quality. That why more customers are saying the real test is NOT same back-test results!

Example: if I coded my expert to stop trading at a hour:minute (let's say the American session) then it will not trade on another time (NOT the American session) on the back-tester while it will do in real account. Then the back-tester will lead to a big risk.

SIMILAR THAT I NEVER BACK-TESTED!!!


how to fix this problem? any comments?
 

I'm wondering how did you get 99% quality on a minute chart, shouldn't that be like 25% max?

Reason: