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Intra day backtesting

Printed From: BullCharts Forum
Category: BullCharts
Forum Name: TradeSim discussion
Forum Discription: For discussions of BullCharts' integration with the TradeSim backtesting product.
URL: http://www.bullcharts.com.au/forum/forum_posts.asp?TID=307
Printed Date: 02 May 2024 at 3:35am
Software Version: Web Wiz Forums 9.69 - http://www.webwizforums.com


Topic: Intra day backtesting
Posted By: chart rider
Subject: Intra day backtesting
Date Posted: 15 Nov 2005 at 6:54pm

Simple question for anybody with the answer:

If I subscribe to the intraday version of Bullcharts data, can tradesim be used to conduct intraday backtests?

Thanks




Replies:
Posted By: Brendon
Date Posted: 16 Nov 2005 at 12:54pm

What you can do with Live data is do a live snapshot to the database.  You can then do your scan in BullScan that produces the results for Tradesim.

I don't know how Tradesim will treat but it seems that it should not worry how the database was generated. 

 



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Posted By: chart rider
Date Posted: 04 Jan 2006 at 8:07pm

Brendon

To make it work, I think need to select the snap shot data as the default scan group - how would this selection be made.

Incidently, Tradesim itself has a selection between daily or weekly data, so I'm not sure even if the snap shot data is selected as the default scan group whether it will work.

CR



Posted By: Brendon
Date Posted: 05 Jan 2006 at 11:28am

To activate live scanning you need to:

1. in tools click Update Live snapshot

2. in the scan properties select Live on the Scan Criteria tab.  There is no need to select/change the default group.



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Posted By: chart rider
Date Posted: 05 Jan 2006 at 7:52pm

Brendon

The Live selection on the scan criteria, as I understand it, selects the current live date as the latest scan day, rather than the last data update date.

The Data Period Type is still restricted to daily, weekly, monthly, quarterly and yearly.  Thus it's not scanning on the intraday charts, eg scanning on the hourly bars.

Am I doing something wrong?

CR




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