Market replay, add the Custom session time(e.g. play data from 1AM to 3AM, not whole session)
Good afternoon! I would like to request something regarding backtesting
I`m trying to backtest a strategy on SP500 and with this strategy I only trade first hour of the market open and because of the current replay mode I find it very hard to backtest because I have to wait until every day plays out and even at the fastest forward speed this takes way to much so I would like to be able to have a skip to next session button or something like that . I also find it very strange that there is no button for skip a candle (this would be a huge improvement in my opinion)
Imagine backtesting 3 months in replay mode on 5m and waiting for each day to play . It just takes forever, while with a go to next session future and also skip candle button would be way faster and less headache.
Log in to comment and vote
Comments5
Francisco
Jan 9
I’m running the latest version and still not present in ATAS. It would be a great feature. As the author of this post states, trying to test a 1 min chart only on RTH sessions takes forever to have a least a backtest of a month and it’s still a very small sample.
Please make it possible to specify a custom session for the backtesting.
Jesper
May 27, 2024
I agree, a bar by bar skip forward and backwards would be very usefull. for testing strategies that only trade on bar open the option to be able top skip top the next bar (and also skip backwards in case one skips to fast forward and misses the signal) would save a lot of time
Paul
May 10, 2024
It's already available in the latest version, not yet in stable.