Hi,
Is it possible to run a backtest for a certain period, say for years 2000-2010, and then pause it and then continue the same backtest for the following years 2011+onwards? Assume that we use API for the backtest
Ideally, when we restart the backtest it should continue from the last state from the previous run (e.g. last open orders will be processed in the second run, and account equity will be continued from the previous backtest).
Is this possible?
Thanks
Louis Szeto
Hi Ayhan
You could simply use historical data from 2000-2010 in research notebook, and set backtest date start from 2011.
Best
Louis
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Ayhan yuksel
Hi Louis, thanks for your reply
I need any signals/open orders/end equity at the very end date of first backtest should be used/continued in the second backtest.
I guess it is not possible if I run first part in research notebook and second part in backtesting node.
I am looking for running the backtest node twice for two different time periods, where the second backtest smootly continues the first one
Is this possible?
Thanks
Louis Szeto
Hi Ayhan
We use ObjectStore to communicate through backtest ←→ research, or backtest ←→ backtest.
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Ayhan yuksel
Thanks Louis
Ayhan yuksel
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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