RE : Re: [GT] backtesting intraday question

[godbillot sam <sam_backtester AT yahoo.fr>]

Hi.

That's fine, you just confirm my first feeling: GT is not ready for playing with Intraday data. 
I saw that there is some things in DateTime.pm which were not very clean, and not very easy to debug.
On way might be to convert my intraday data in "classical" data, but it's not very nice ;).

Until now, I was just using day to day market data to play with stocks, using a Beancounter database structure, but now I'm trying to play with Forex and Futures/CFD in intraday, so that's why I'm trying to make Intraday stuff working.

Sam.

"Robert A. Schmied" <ras
AT
acm.org> a écrit :

godbillot sam wrote:
> I all.
>
> I'm trying to backtest some intraday data, using DB:Textbut I've some issues.
> backtest.pl don't like the " --timeframe=1min":
>
> ./backtest.pl --timeframe=1min toto 020408
> Can't create 1min timeframe ...
>
> The display_indicator.pl works fine.
> I was wondering if someone is using the standard backtest.pl for intradays data ?

hello there sam

intraday stuff was a rather late add-on to gt. i'm not too sure that all the
inter-related modules have been completely updated to support it, especially
in the area that backtest.pl touches.

without access to intraday data it will be difficult to diagnose and fix here.
maybe someone else out there has the time, data and inclination to help.

some things that i think are less than good and could be fixed:
*) timeframe names (eg day, week, month, ...) seem to be case sensitive
that's not very nice
*) the somewhat opposite of GT::DateTime::name_to_timeframe would be
GT::DateTime::timeframe_to_name, but no, it is GT::DateTime::name_of_timeframe
*) available_timeframe returns something awfully funny -- ahha it's a hash
-- you cannot seem to assign it to a variable. if you execute it in a print
(eg print STDERR $calc->available_timeframe();
you get a list of digits '7090' so you cannot even put a loop around it
to convert each one to a name -- argh!!!

sam -- i don't recall if you are using market data that has intraday info.
so i'll put this out there -- you can convert only to longer timeframes
day -> week, month ... but not the other way.


aloha

ras

>
> Thx
>
>
>

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