backtesting with multiple data series

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atsui
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backtesting with multiple data series

Postby atsui » 03 Aug 2011

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.

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Stan Bokov
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Re: backtesting with multiple data series

Postby Stan Bokov » 03 Aug 2011

Thanks for posting the feature request. For reference - it's here https://www.multicharts.com/pm/viewissue ... _no=MC-531
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atsui
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Re: backtesting with multiple data series

Postby atsui » 04 Aug 2011

You are wecome, Stan. I really think that bar magnifier for all data series can unleash the full power of MC.

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Re: backtesting with multiple data series

Postby alex522 » 14 Aug 2011

Fully agree. I did a lot of intermarket analysis. But unluckily, the bar magnifier always give me unrealistic result.

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Re: backtesting with multiple data series

Postby Nick » 05 Sep 2011

+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 :)


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