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Author Topic: Scheduler
beggar
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Posts: 3
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Post Scheduler
on: August 3, 2014, 14:50
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It would be great if the scheduler would allow me to backtest to a certain date using intraday data. Currently the system ignores any end date I put in that is not the current date, when I use intraday bars.

What I would like to do is backtest a strategy to lets says two weeks ago for the insample. And then forward test to the current date. Then If the forward testing is good I would trade maybe for a few more weeks while the pairs for the timeframe are still cointegrated.

As is it is very time consuming to first do a cointscan to a certain date and then add each pair to the watchlist and then backtest each pair to an end date that is not today and then filter out the pairs that don't have the minimum profit amount.

The Beggar

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Post Re: Scheduler
on: August 3, 2014, 16:12
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Yes indeed that is a functionality that we will implement in the next release most probably by the end of the month.

beggar
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Post Re: Scheduler
on: August 22, 2014, 01:29
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How is this coming along? Version 4.1 didn't have the feature.

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