Increase strategies development speed per hour in lower timeframes

Whenever I try to find strategies on smaller timescale 5m,15m, the strategies development per hour drops dramatically. 

One solution was to shorten the timeframe from 10 years to 1 year. 

However, the found strategies failed in the backtest.

My idea is the following, a tool that mixes the data of 20 years. 

MIX the historical price  development by random generator.

For example,

Month 1 of year 3 month 1

Month 2 from year 8 month 2

Month 3 from year 1 month 3

The goal should be to reduce the amount of data to 20 percent.

Would that work?

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  • Votes 0
  • Project QuantAnalyzer
  • Type Feature
  • Status Refused
  • Priority Low




25.02.2019 21:32

Task created



03.07.2019 10:49

Status changed from New to Refused

QA is a tool for analysing trading results not for backtesting. 

Votes: 0

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