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Phil_Trade
Joined: 31 Jan 2012
Posts: 74
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 Posted: Sun Mar 18, 2012 12:48 pm Post subject: preloaded datas in optimizer |
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Hi,
I'm working with data from 01-01-2009 to 31-12-2011. I begin backtest from 01-04-2010 since I need historical data to do some calculation.
All is OK with backtester.
But optimizer don't seem to preload data and if I test from 01-04-2010, i received wrong trades.
Am I wrong ? How to run optimiser with historical data but begin test at a D-date ?
Philippe
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Philippe |
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FT Support
Joined: 11 Jul 2009
Posts: 902
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| Posted: Tue Mar 20, 2012 8:42 am Post subject: |
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Hello Philippe,
Sorry but there is no way to preload data in optimizer.
as a workaround you can disable the execution of a strategy in code until the test reaches some date. Then you can start optimizer from 01-01-2009
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Phil_Trade
Joined: 31 Jan 2012
Posts: 74
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| Posted: Tue Mar 20, 2012 9:00 am Post subject: |
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| FT Support wrote: | Hello Philippe,
Sorry but there is no way to preload data in optimizer.
as a workaround you can disable the execution of a strategy in code until the test reaches some date. Then you can start optimizer from 01-01-2009 |
Oh oh... So all indicators return wrong value during "shift" number of bars and iHigh, iXXX also return wrong value until "shift" number of bars is reach ?
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FT Support
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| Posted: Wed Mar 21, 2012 5:44 pm Post subject: |
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yes, some indicators may return "0" or incorrect values until some number of bars is reached.
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Phil_Trade
Joined: 31 Jan 2012
Posts: 74
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| Posted: Sat Apr 14, 2012 9:19 am Post subject: |
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| FT Support wrote: | Hello Philippe,
Sorry but there is no way to preload data in optimizer.
as a workaround you can disable the execution of a strategy in code until the test reaches some date. Then you can start optimizer from 01-01-2009 |
How can i do to set a parameter to select this starting date ? There is no ot_Tdatetime possibility ?
thks
Philippe
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Phil_Trade
Joined: 31 Jan 2012
Posts: 74
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| Posted: Sat Apr 14, 2012 10:15 am Post subject: SOLVED ! |
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| Phil_Trade wrote: | | FT Support wrote: | Hello Philippe,
Sorry but there is no way to preload data in optimizer.
as a workaround you can disable the execution of a strategy in code until the test reaches some date. Then you can start optimizer from 01-01-2009 |
How can i do to set a parameter to select this starting date ? There is no ot_Tdatetime possibility ?
thks
Philippe |
I solve this with a Pchar param
OptimisationStartDateParam : Pchar = nil ; //(String is ok in testing but bug in optimisation !)
and this code in GetTick()
OptimisationStartDate := StrToDateTime(OptimisationStartDateParam);
if TimeCurrent >= OptimisationStartDate then
begin
// my strategie
end;
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FT Support
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| Posted: Sat Apr 14, 2012 7:14 pm Post subject: |
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As always thank you for sharing the solution you come to with others!
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