Backtesting different timeframes portfolio backtester

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evdl
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Backtesting different timeframes portfolio backtester

Postby evdl » 13 Jul 2012

I have 1 min historical data of a symbol. In portfoliobacktester I try to backtest this symbol on 5 min and 30 min timeframe to see if my strategy is robust or not.

When I do this, I get an error message (see attached picture).

Does the backtester automatically use the 1 min data and generates an higher timeframe, or do I need to make the different timeframes data myself and load it in the database?
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Henry MultiСharts
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Re: Backtesting different timeframes portfolio backtester

Postby Henry MultiСharts » 13 Jul 2012

I have 1 min historical data of a symbol. In portfoliobacktester I try to backtest this symbol on 5 min and 30 min timeframe to see if my strategy is robust or not.

When I do this, I get an error message (see attached picture).

Does the backtester automatically use the 1 min data and generates an higher timeframe, or do I need to make the different timeframes data myself and load it in the database?
Hello Evdl,

5 min and 30 min bars are built from 1 data. You do not need to create it yourself-that is done automatically.
The message means that you need to increase the data range in order to calculate your strategy.

evdl
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Re: Backtesting different timeframes portfolio backtester

Postby evdl » 13 Jul 2012

Thanks Henry,

I have different datafeeds. And in this case 2 different entries of a symbol in quotemanager, but with different exchanges. For example MT (Trxqen) and MT (AEB).

I only did change the timeframe from 1 minute to 5 minutes. But did not select the symbol again. So portfolio backtester picks the symbol at the top and that was the MT with the datafeed without historical data.

So if you change the timeframe you also need to select the symbol again (in case of different datafeeds). Then it works. Problem solved.


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