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Backtesting short time frames


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Backtesting short time frames

  #1 (permalink)
Revan
Brisbane, Australia
 
Posts: 95 since Mar 2018
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Hello I'm trying to figure out what the deal is, I'm looking back in time using trading view at the moment but the same thing happens with all charting programs I have, I can only look at a shorter (half hour) time frame upto a certain point in history, but I can look at a longer time frame (daily) and can proceed further into the past of the charts timeline, the issue is this, I don't think the daily charts have the detail I'm looking for.

Or am I doing something wrong? what do others do? share your insight and methods.

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  #3 (permalink)
Revan
Brisbane, Australia
 
Posts: 95 since Mar 2018
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Hmm, I think there may be a possibility that the zoom function can solve this.

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  #4 (permalink)
Revan
Brisbane, Australia
 
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Well it seems that isn't the case, longer time frames remove critical detail, but there is no way to view far enough back into history without increasing from a #minute time frame to a daily time frame, losing the detail, I can't win.


And the big question, why is this nobody else's problem?

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  #5 (permalink)
 HappyLife 
Sydney, NSW, Australia
 
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Revan View Post
Well it seems that isn't the case, longer time frames remove critical detail, but there is no way to view far enough back into history without increasing from a #minute time frame to a daily time frame, losing the detail, I can't win.


And the big question, why is this nobody else's problem?

Some data providers limit the detail they provide the further back you go. Same problem but different periods across different software providers and between different data providers on the same platform. Check who the data provider is and what they are providing you.

Sent from my G3125 using Tapatalk

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  #6 (permalink)
Ozquant
Brisbane Queensland Australia
 
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Intra data back decades is available , you just need to pay for it . ARE you willing to pay is the question ... Google it

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  #7 (permalink)
 
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 matthew28 
United Kingdom
 
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As the other two said. Brokers provide enough data for most people to fill a chart and scroll back a bit. If you want data that goes back a longer time, usually for back testing, then quite often you need to pay for it from a company such as DTN IQFeed. There are others.

As you mention 30 minute bars though, normally brokers have minute data that goes back a good way because it just uses the OHLC values from 1 minute bars which is easy to store and transmit. (Often it is tick data that brokerages and charting platforms only have available for the previous few days, so somebody wanting to back test with volume bars/tick bars or similar then find they have a problem).

You do not win as a trader, you just get to play again the next day. If that game doesn’t appeal to you then you should not trade. Gary Norden
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  #8 (permalink)
Revan
Brisbane, Australia
 
Posts: 95 since Mar 2018
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Cheers I got some 1 minute data going back to 2002 for USDCHF, currently working with mt4.

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