backtesting with multiple data series
backtesting with multiple data series
Currently, backtesting percision and extended backtesting can only be applied to one data series. Backtesting on strategies that use multiple data series for intermarket analysis and IOG would produce faulty result because calculations involving the non-trading instruments are based on values at the end of the bar. This "look to the future" issue can only be addressed if backtesting precision be applied to all data series on a chart. I have made a feature request in project management, please feel free to opine on this feature . Thanks for your support.
- Stan Bokov
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Re: backtesting with multiple data series
Thanks for posting the feature request. For reference - it's here https://www.multicharts.com/pm/viewissu ... _no=MC-531
Re: backtesting with multiple data series
+1 from me
Though it will require higher precision time stamping (and/or sequencing across data series) in the MC database to achieve.
I won't start banging on about that again
Though it will require higher precision time stamping (and/or sequencing across data series) in the MC database to achieve.
I won't start banging on about that again