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Backtesting Weekly Timeframes

PostPosted: Sun May 24, 2015 11:53 pm
by mickatron
I'm really starting to enjoy backtesting and writing automated strategies, though I can't seem to run a test on any W1 timeframes. Both my custom Strategies and the ones which came with the product do not place any trades when backtesting W1.

I've been searching the forums and google expecting to find something, but so far have come up with nothing.

Is this usual behavior, or is there a fix or larger issue possibly at hand?

Re: Backtesting Weekly Timeframes

PostPosted: Mon May 25, 2015 2:06 pm
by mickatron
I should mention I'm using Trading Station.

Any help is appreciated. Thanks.

Re: Backtesting Weekly Timeframes

PostPosted: Tue May 26, 2015 3:05 am
by Apprentice
Can u provide strategy code for testing.

Re: Backtesting Weekly Timeframes

PostPosted: Tue May 26, 2015 3:45 am
by mickatron
Hi Apprentice,
Thanks for the reply. I've actually worked this one out and was just coming back to post an answer.

The reason the W1 time frames were not back testing for me was due to using too high period values for average indicators being used in the strategy. As you can only test 23 months at a time in FXCM TS2 there was not enough data to start the strategy or at times even draw the indicator I was setting up.

Is there anyway to increase that limit? I know the computations would take much longer but I believe my PC could handle it and would like to be able to test across many more months if possible.

Re: Backtesting Weekly Timeframes

PostPosted: Thu May 28, 2015 5:04 am
by Apprentice
Can you provide a functional code for reference.

Re: Backtesting Weekly Timeframes

PostPosted: Wed Jun 10, 2015 2:32 am
by mickatron
There was no coding error, it was an input error. Any working strategy could reproduce this buy setting really high period values.

It maybe a question past this forum but does anyone know if you can increase the amount of months you can test on in TS2?