Need help, Backtest Intraday Data

AFL Programming
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hello, I have 1 minute until yearly data from broker plugin data feed, and read several topic,

[Trying to Backtest with IQFeed Intraday Data]
and google it, and found some solution like :

  1. File - data base setting - base time interval - set to 15 minutes
  2. Intraday setting - set correctly trading time.
  3. Chart set to 15 minutes.
  4. Bactest setting - periodicity set to 15 min

but still i cant backtest my 15 minutes trading chart, somebody knows the problem ? thank you for your help. :grin:

1 Like
2

Don’t change the database settings. If you import 1 minute data. Leave it there. If your using IQFeed just set it to 1 minute and forget about. Setup once at creation and leave it.

Amibroker will handle the 15 minute part with chart setting and backtest setting.

Second off, sure it’s not your AFL your backtesting with? Post snippet of simple strategy your trying.

2 Likes
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thank you, its my afl :smile:

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more question please, here my data, and i can not back test it before 2018, is that because my data or my setting ?

photo_2020-01-17_13-23-50

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@ibenxs

You'll need to post more info, or else otherwise people have no idea what issues you see. I wanted to help, but don't know enough about the problem. What happens? Does it work for some data (post 2018)? And when you say "cannot backtest it before 2018", what is the problem? Do you get an error?

1 Like
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Need to know data feed. Also how many 1 minute bars did you request in database settings.

1 Like
7

I wanna try backtest my intraday data atleast for 6 or 7 years, and when i start to back test it, like in picture in 2015 till 2018 the data show EOD time frame, and 2018 till 2019 the timeframe data is 5 minutes.

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as you can see in the chart, timeframe before 2018 is EOD and after 2018 is intraday, i wanna make ALL YEAR in intraday data in 5 minutes or 15 minutes.

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My guess is you created EOD database originally. Then turned it into intraday?

You’ll notice your number of bars shows an estimate of 2 years of data.

Do yourself a favor. Create a new database to get things cleaned up. Select 1 minute interval on database creation. This will allow you to go up from any interval you want. Amibroker will handle the 5min 15 min etc in chart and backtester. Also makes it easier for charting market hours/extended hours.

Next Depending on your data source. 2 years might be max for intraday. Some sources in Amibroker allow “x” bars of intraday data while they allow years of EOD. If that’s the case. You can check “allow mixed intraday data” option on database creation.

This allows Amibroker to request your desired length of intraday and if it can’t get enough look back, it will request EOD. Mind you that further back data is EOD so you can’t backtest intraday on it.

My suggestion is to create new database. Set to 1 minute. Request amount of bars to get look back you want. Then don’t touch database settings again. Don’t go switching to 5 min then 15min etc.

2 Likes
10

Amibroker can not make EOD database originally Then turned it into intraday. when the data plugin is EOD so its mean the max data load is EOD. maybe @Tomasz can help , please.:grinning: