Accessing "history" data in strategy testing
MT4 or MT5 ?
Anyway, history data are available in the Strategy Tester. Around 1 year, but it depends of the timeframe used.
MT5
The tester loads the history of the used symbols from the client terminal (not from the trade server!) automatically during the first call of the symbol data.
The testing agent downloads only the missing history, with a small margin to provide the necessary data on the history, for the calculation of the indicators at the starting time of testing. For the time-frames D1 and less, the minimum volume of the downloaded history is one year.
Thus, if we run a testing on an interval 2010.11.01-2010.12.01 (testing for an interval of one month) with a period of M15 (each bar is equal to 15 minutes), then the terminal will be requested the history for the instrument for the entire year of 2010. For the weekly time-frame, we will request a history of 100 bars, which is about two years (a year has 52 weeks). For testing on a monthly time-frame the agent will request the history of 8 years (12 months x 8 years = 96 months).
In strategy testing I need history data, even before the start date of the test. How can I request it?
Bars will only provide data from after the start date. As one optimisable parameter is the length of the data I use at one time, my tests are inconsistent as the actually testing won't start at the same time, but after they gathered N data points. I would like if my tests start at the start date, and from before they can access history data.
you could start the tester from the oldest date as you need to have the history data, after start, you can then click the "skip to" the date you want to start your testing.
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In strategy testing I need history data, even before the start date of the test. How can I request it?
Bars will only provide data from after the start date. As one optimisable parameter is the length of the data I use at one time, my tests are inconsistent as the actually testing won't start at the same time, but after they gathered N data points. I would like if my tests start at the start date, and from before they can access history data.