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How to do bar by bar backtesting?

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    How to do bar by bar backtesting?

    I want to be able to test a manual strategy, loading up last 1000 days, and then being able to start say 300 days in the past, mark up charts with different templates and walk forward day by day. I.e. something akin to bar advance in metatrader and multicharts, except I dont want future data loaded until I am ready to advance.
    I have poked every button in the console but couldnt find how to do this.

    #2
    Originally posted by maxwellpowers View Post
    I want to be able to test a manual strategy, loading up last 1000 days, and then being able to start say 300 days in the past, mark up charts with different templates and walk forward day by day. I.e. something akin to bar advance in metatrader and multicharts, except I dont want future data loaded until I am ready to advance.
    I have poked every button in the console but couldnt find how to do this.

    Sounds like you want to use Market Replay.

    I don't know who your connection is with.. But you can download some futures data from NT in the Files->Utilities->Download Replay Data.

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      #3
      that seems to be the feature I want. However I am unable to download the data for my selected stock, AMZN or EBAY.

      My connection is with Interactive Brokers through TWS.

      According to the guide, I tried disconnecting all data feeds, going to "download replay data" and get the error message saying that there is no L1 or L2 data available. I tried connecting the datafeeds, and trying again, no go. Seems to be working for futures, but that's not what I want

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        #4
        Originally posted by maxwellpowers View Post
        that seems to be the feature I want. However I am unable to download the data for my selected stock, AMZN or EBAY.

        My connection is with Interactive Brokers through TWS.

        According to the guide, I tried disconnecting all data feeds, going to "download replay data" and get the error message saying that there is no L1 or L2 data available. I tried connecting the datafeeds, and trying again, no go. Seems to be working for futures, but that's not what I want
        I don't think the people at NT records stocks.

        You can start recording your own data for AMZN and EBAY during live sessions.

        It'll take a while obviously to get a lot of data, but time passes pretty quick.

        tools->options->data->"record for market replay"

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          #5
          Originally posted by sledge View Post
          I don't think the people at NT records stocks.

          You can start recording your own data for AMZN and EBAY during live sessions.

          It'll take a while obviously to get a lot of data, but time passes pretty quick.

          tools->options->data->"record for market replay"
          yep, about 365 days for 1 years worth of data, lol.

          Ok, Thanks sledge

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            #6
            Originally posted by maxwellpowers View Post
            yep, about 365 days for 1 years worth of data, lol.

            Ok, Thanks sledge
            It sounds like you will have to acquire the data elsewhere and import it then. Unfortunately, there are not any good free data sources that I know of.

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              #7
              Originally posted by koganam View Post
              It sounds like you will have to acquire the data elsewhere and import it then. Unfortunately, there are not any good free data sources that I know of.
              I've been recording that POS stock, FB.

              that'll be something epic to have.

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