Author Topic: Intraday backtesting of Brazilian stocks  (Read 1088 times)

Gustavo

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Intraday backtesting of Brazilian stocks
« on: October 25, 2019, 11:13:10 AM »
Hello.

I was introduced yesterday to your fine program through a chat in a private room in Brazil. But nobody could answer (and I couldn't find it either on your website) if Stockalyze can do intraday backtesting of the BRASYLIAN STOCKS AND INDEX - metatrader has a MAJOR problem with our stock exchange data and is not reliable, so it's a concern of mine if Stockalyze can manage it - or, if not, how can I import the data I already have exported in CSV from my tranding program (the data is reliable) in order to backtest with Stockalyze. In a nut shell, can Stocklyze run intraday backtesting of the brasylian stock market and, if not, can I import CSV data into Stockalyze? Thanks.

Sacha

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Re: Intraday backtesting of Brazilian stocks
« Reply #1 on: October 25, 2019, 06:01:22 PM »
Intraday backtesting is available in beta version of Stockalyze. You can download and try it for free. It is just that few functionalities will be limited but you can test what you are looking for.
Regarding ASCII data import I think I will make it available very soon. It will be good if you can share a sample of data so that I better stand what I need to support.
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Gustavo

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Re: Intraday backtesting of Brazilian stocks
« Reply #2 on: October 25, 2019, 08:20:44 PM »
Hi Sacha,

Thanks for your prompt answer! I really don't like beta versions, but I'll give yours a try. Regarding the ASC data, I'll provide you with 2 or 3 files with brazylian data (intraday) so you can see what I'm talking about. Hope you can solve it.... the chat I mentioned are full of people eager to have a backtesting (intraday) at an affordable price and with a friendly interface, and Stockalyze fullfills both! But without importing our data, we can't operate due, as I said, to the unreliability of the brazylian stock exchange intraday data released to foreign services.

Again, thank you for your kindness and for your reply.


Gustavo

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Re: Intraday backtesting of Brazilian stocks
« Reply #3 on: October 25, 2019, 08:23:44 PM »
I also zipped a few huge files with data if it's of more use for your understanding of what I mean.

Hope it helps.

https://1drv.ms/u/s!Ah6Jgypff0Cg_VNX1z8O0TZ_vcnz?e=EE71xS

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Sacha

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Re: Intraday backtesting of Brazilian stocks
« Reply #4 on: October 26, 2019, 09:08:09 AM »
Quote
I really don't like beta versions, but I'll give yours a try.
Thanks. I most appreciate it. :)
Beta versions of Stockalyze are actually next official release. We release under beta version to get feedback of users who requested the feature. If all is well then it becomes official release without any change. Those who had installed beta version doesn't even need to update to official release version because it is exactly the same. Also, for installing beta version or an update of Stockalyze, existing Stockalyze doesn't need to be uninstalled. You just run the new installer on top of existing one and it takes just few seconds. So, the typical problems that come with beta versions are not there in Stockalzye.

Quote
Regarding the ASC data, I'll provide you with 2 or 3 files with brazylian data (intraday) so you can see what I'm talking about. Hope you can solve it....
I think I can roll it out in few days. Please stay tuned.

Quote
the chat I mentioned are full of people eager to have a backtesting (intraday) at an affordable price and with a friendly interface, and Stockalyze fullfills both
I am glad you find Stockalyze interface simple to use. It has always been one of the main goal of design decisions of implementing features in Stockalyze.

Please wait for ascii data support. It will be available soon.
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Gustavo

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Re: Intraday backtesting of Brazilian stocks
« Reply #5 on: October 26, 2019, 09:49:14 AM »
Thanks once more for your prompt and kind response, Sacha!

I`ll install de beta version now and see if it`s ok. Just so you can see the discrepancy that happens with intraday data of the brazylian stocks, I`ll attach a print of the screen of MGLU3 yesterday from my brazylian data provider and trading software and the one I get from Stocklyze. Same day, very diferent charts (both not adjusted for provents or dividends). These are one minute charts.

Hope you can get to ascii data suport soon!

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Gustavo

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Re: Intraday backtesting of Brazilian stocks
« Reply #6 on: October 26, 2019, 10:18:55 AM »
Sorry to bother your:

I don't know if that's as simples as a layman as me would think, but we use a lot in Brazil the 10 minutes and the 240 minutes charts.... it would be very good if these time frames were available for the graphics (perhaps a window with "free time selection" or just 2 new butons) and backtesting too.  ;)

I'll stop nagging you now!  :-X

Have a nice weekend!

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Sacha

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Re: Intraday backtesting of Brazilian stocks
« Reply #7 on: October 26, 2019, 04:38:46 PM »
Thanks for these details. And no, you are not bothering me at all. :) It is in fact good to listen to Stockalyze users and what they want. So, please keep posting about questions/ideas/suggestions and whatever. Regarding your 10 min and 240 minute charts. Let me give it a thought. It's not at all difficult. I will ponder on it.
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Sacha

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Re: Intraday backtesting of Brazilian stocks
« Reply #8 on: November 11, 2019, 07:18:39 AM »
Hi,
Stockalyze with new update is now beta. You can download beta version from here. Followings are the new entrants into Stockalyze:

  • Many new time frames (i.e. chart periodicity): 10 minutes, 2 hr, 3 hr, and 4 hr chart periods are now possible.
  • ASCII data import: Now import ASCII data in CSV format and use that in Stockalyze.
  • Metastock data import: While Stockalyze supported Metastock data earlier too but now it is more streamlined as another data source. With this update you can use all data sources like Yahoo, Tiingo, Alphavantage, ASCII data source, and metastock data sources simultaneously.
  • Many bug fixes and improvements: Many issues reported by users and found internally have been resolved and fixed and some improvements have also been made.

Documentation of above features are still in the making but I hope it is easily discoverable and can be used.

It will be great if you can provide your feedback as the new additions contain your requested feature/improvements too.

Happy Stockalyzing.
« Last Edit: November 11, 2019, 07:33:08 AM by Sacha »
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Gustavo

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Re: Intraday backtesting of Brazilian stocks
« Reply #9 on: November 11, 2019, 11:33:28 AM »
 8) All hands on the deck, now, Captain!

Downloading and testing in 3...2....1.... :)

Thanks!

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