Thread: How to backtest at weekends?

I've just got up bright and early (on a Saturday morning!) to catch up on a backtesting backlog. I discover I have a problem, and I'd have been better off catching up on my beauty sleep instead.

When I try to start up Strategy Trader I get told:

"Cannot connect to www.fxcorporate.com server. Trade and update servers are only available during regularly traded market hours...."

then after I click "OK" my only other option is "Cancel" and the platform dies.

Is there any way around this irritating issue?

After checking regularly throughout the day, I just got auto-updated to build 282 and Strategy Trader has finally burst into life.

What was the issue earlier? Servers down for maintenance and a misleading error message?

In any event it would be very handy to be able to backtest against previously downloaded historical data, even in the absence of an internet connection.

Jim

Hello Jim,

The platform uses the same servers as Trading Station 2. Due to regular update and maintenance we have to take down the servers for sometime when market is closed. This is usually during Saturday.

To save historic data that you downloaded, you can export it to your local drive and use QuoteManager to load that data back into ST. This will work even during off market hours.

Hi Gaurav,

Originally Posted by Gaurav

Hello Jim,
To save historic data that you downloaded, you can export it to your local drive and use QuoteManager to load that data back into ST. This will work even during off market hours.

That's nice to know, but it doesn't solve the problem I had. I couldn't even start up Strategy Trader (build 277) while your servers were down for maintenance.

Cheers,

Jim

The login hours are the same functional hours as the TSII. If you cannot login to the TSII you cannot login into ST.

ST

Originally Posted by STHelp

The login hours are the same functional hours as the TSII. If you cannot login to the TSII you cannot login into ST.

ST

Then maybe it would be a good idea to add a "Work Offline" functionality in the future that allows a user to use the software without having to "log into" the server....

Best,
-autoforexer

Originally Posted by autoforexer

Then maybe it would be a good idea to add a "Work Offline" functionality in the future that allows a user to use the software without having to "log into" the server....

Best,
-autoforexer

Point taken. Having this will definitely be more convenient. We'll definitely consider adding this to future builds.

Originally Posted by Gaurav

Point taken. Having this will definitely be more convenient. We'll definitely consider adding this to future builds.

Thank you. When I used to commute by train, I didn't have mobile internet access but was able to conveniently backtest strategies in TradeStation on my laptop, thanks to its "work offline" feature. ST should certainly have this option as well.

Best,
autoforexer

Originally Posted by autoforexer

Thank you. When I used to commute by train, I didn't have mobile internet access but was able to conveniently backtest strategies in TradeStation on my laptop, thanks to its "work offline" feature. ST should certainly have this option as well.

Best,
autoforexer

Quite so. I am mildy deranged, and hence take great delight in performing backtests while travelling on trains & boats & planes.

Has there been any progress on the weekend backtesting? I have just had the distressing experience of ST crashing, shortly after market close. I like to code at the weekends, but there really is no point if I can't check to see that my code is doing what I expect it to do.

I'm fairly sure the data I need for backtests is already on my computer. Why will ST not run without being able to connect to the server?

Yes, the inability to access ST and test stEAs offline can be a nuisance.

But there is a bigger potential issue: if ST has to be shut down over the weekend, any stEAs that are running on auto will also have to be shut down. There is a dire need for stEAs to resume its work when ST is restarted, but how does this work anyway? Would ST prompt the user if any positions that are opened by the stEA should be closed and any open orders canceled, and if so, does someone have to be around to monitor this when it happens? Also, if an stEA is "turned off" when shutting down ST, does it need to be "turned on" again when ST is restarted? If that's the case, how would you program an stEA to detect any positions that it had opened in the past as its own and continue trading seamlessly?

These are not offered as rhetorical questions, but things that I think many of us would like to know. I'm working on stEAs that may or may not hold open positions over the weekend and so these are very important considerations.

-autoforexer

Hi autoforexer,

Originally Posted by autoforexer

I'm working on stEAs that may or may not hold open positions over the weekend and so these are very important considerations.

Same issue here. We have strategies that hold over the weekend. We even have strategies that stay in the market 100% of the time!

@Benn - The servers don't seem to stay down the entire weekend. I haven't had the sort of crash you describe, and have instead found that just leaving Strategy Trader running over Friday night allows me to work with it on Saturday morning.

Jim

An offline mode will be available in next build. We had it lined up as an update for current build but we couldn't get to it in time, but it will be there in the next build.

Originally Posted by autoforexer

Yes, the inability to access ST and test stEAs offline can be a nuisance.

But there is a bigger potential issue: if ST has to be shut down over the weekend, any stEAs that are running on auto will also have to be shut down. There is a dire need for stEAs to resume its work when ST is restarted, but how does this work anyway? Would ST prompt the user if any positions that are opened by the stEA should be closed and any open orders canceled, and if so, does someone have to be around to monitor this when it happens? Also, if an stEA is "turned off" when shutting down ST, does it need to be "turned on" again when ST is restarted? If that's the case, how would you program an stEA to detect any positions that it had opened in the past as its own and continue trading seamlessly?

These are not offered as rhetorical questions, but things that I think many of us would like to know. I'm working on stEAs that may or may not hold open positions over the weekend and so these are very important considerations.

-autoforexer

If you are running ST on a VPS or any computer that will not be shut down then auto-trading should resume as long as you have enabled Auto-reconnect on your workspace. If the user shuts down ST, then the user will have to enable auto-trade when ST is restarted.

Originally Posted by Gaurav

If you are running ST on a VPS or any computer that will not be shut down then auto-trading should resume as long as you have enabled Auto-reconnect on your workspace. If the user shuts down ST, then the user will have to enable auto-trade when ST is restarted.

Ah, so that's what auto-reconnect does. Is this specifically for the Friday to Sunday period, or does this extend to any temporary disruptions of data that could occur from time to time?

Let's say I shut down ST while autotrade was enabled AND there is an open position. When I restart ST and re-enable autotrade, would the stEA pick up again, or would the open positions no longer be recognized by the stEA and therefore must be closed or managed manually?

Thanks,
autoforexer