Portara - Discussion on SOB (Start of Bar) versus EOB (End of Bar) intraday txt CSV backtest data
Some backtesters require data in SOB (Start of Bar) format where others require an EOB (End of Bar) approach. This video contrasts the difference between the two sets of valid timestamp models — for the data importer interfaces that backtesters contain — and researchers inevitable come across. With Portara, you can make backtesting choices for any style of backtester you currently work with — even customized self-designs. Make sure you UNDERSTAND fully the data you are working with.
The worst case scenario is to purchase data from an unknown supplier only to find 'surprises' later when you reach the data importer read-in stage. For instance, who wants to purchase an expensive data portfolio only to find double timestamps, non contiguous data, zeroes and date issues destroying the all-important data parsing from your backtester.
The moral is: Get your data right first and don't blame your backtester's framework! :)
Video can be viewed here:
https://www.youtube.com/watch?v=FdrLLYo6Bb4#action=share
Adminefrain
(Admin, CQG)
shared this idea
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Arthur
commented
In addition to the above, please see the videos containing other tutorials at the new site here: https://portaracqg.com/ and specifically the tutorials page here: https://portaracqg.com/futures-data-tutorials/