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Hello Graham,
For system ideas that use compressed/altered data and that cannot be Backtested you can use a practical approach:
1) Test HF-RT systems with real-time data, however this can be slow.
2) Use bar-Replay to simulate real-time data. This works also for EOD data.
Of course you don't get the traditional BT report, but you can log trades to DebugView for later detailed analysis. I have, occasionally, generated fairly detailed 'reports' in DebugView.
Best regards,
herman
Thursday, June 19, 2008, 12:08:47 AM, you wrote:
> How can you backtest a compressed chart that does not relate to time?
> Even the possible price values may never have existed because the PF
> chart fills in the blank spaces during a column
> You need to translate the PF values into real time (to match the date
> X axis) to get any meaningful results. This means get rid of any
> compression.
--
Cheers
Graham Ka
AFL Writing Servic
http://www.aflwriting.com
For tips on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/
Thursday, June 19, 2008, 12:08:47 AM, you wrote:
> How can you backtest a compressed chart that does not relate to time?
> Even the possible price values may never have existed because the PF
> chart fills in the blank spaces during a column
> You need to translate the PF values into real time (to match the date
> X axis) to get any meaningful results. This means get rid of any
> compression.
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