HIstorical tick data and backtesting

Created at 13 Nov 2014, 17:06
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DreadSparrow

Joined 13.11.2014

HIstorical tick data and backtesting
13 Nov 2014, 17:06


I tried to find the response here in the forum but without success. I have 4 questions about data source and backtesting.

1- Is it possible to backtest my historical tick data like Dukascopy ones?

2- Where the data come from in cAlgo? From spotware or the broker server?

3- The tick, the m1 and the h4 (backtest settings) data come from the same server?

4- Why I can't set an hypothetical spread while backtesting with tick data and with m1/h4 I can?

Thank you


@DreadSparrow
Replies

Spotware
14 Nov 2014, 10:26

1- Is it possible to backtest my historical tick data like Dukascopy ones?

No, it is not possible at the moment

2- Where the data come from in cAlgo? From spotware or the broker server?

Tick data for backtesting is stored in a different place. cAlgo downloads broker specific tick data.

3- The tick, the m1 and the h4 (backtest settings) data come from the same server?

Places are different, but data is broker specific.

4- Why I can't set an hypothetical spread while backtesting with tick data and with m1/h4 I can?

m1 trendbars do not contain ask prices. In order to emulate ask prices cAlgo requires you to specify the spread. Tick data contains ask prices, therefore spread is already included in the data.


@Spotware

DreadSparrow
14 Nov 2014, 16:21 ( Updated at: 21 Dec 2023, 09:20 )

RE:

Thank you for your responses. Can you clarify why I have conflicting responses from you and my broker Pepperstone about the source of the data?

These are my questions to Pepperstone and their responses:

 

And, what level of priority has the possiblity to backtest my own data on your developping road map ?


@DreadSparrow

Spotware
14 Nov 2014, 17:55

Can you clarify why I have conflicting responses from you and my broker Pepperstone about the source of the data?

Please contact your broker for such clarifications.

And, what level of priority has the possiblity to backtest my own data on your developping road map ?

We have custom tick data backtesting in our road map, but we cannot provide more information about that.


@Spotware