Backtest - Fixed Times

[rahul100]

Hi

Is it possible to specify fixed time periods for backtesting instead of number of bars?

Ie even if i have 24 hours of data for 30 days, i only want to test / trade from 7 am until 7pm?

thanks

rahul

 

[HowardCohodas]

Depends on the platform you are using for your analysis. What are you using.

 

[rahul100]

using metastock - intraday

 

[HowardCohodas]

using metastock - intraday

Can't help you there.

I used to write my own code (retired software engineer) to do these kinds of test, but now I am transitioning to Prodigio, a ThinkOrSwim capability for developing and testing systems. Their system builder is completely GUI. I have not tried something like you suggest yet, but you might take a look.

 

[hacks]

If you're using Metastock 8 and above with Enhanced System Tester:

1. Load the Enhanced System Tester
2. Click on New Simulation
3. Select the System you want to test
4. Click on Next
5. Click on the Dates button
6. Click on "Use price data from" and then you can select the dates and/or times you want to test.