Query in CTB about Backtest Period

Streak - backtesting
1

Hello @Streak

I am currently exploring the Chart to Backtest CTB feature, using the Kite Platform.

Here are my doubts, plz help me on the following:

  • why is the backtest period different for the same strategy on different timeframe??

  • when i clicked on drop down button for quantity, it was showing “Max Allocation” and “Position Sizing”. So how to use these features, do let me know.

Images attached below for same.

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Thankyou.

2

hi @Shalini_Shankar

The answer to your questions are as follows:

  • Different candle intervals have different backtest window. The backtest window for various timeframes is listed at : Create (Basic) - Streak Help
    For 15 min timeframe, the maximum backtest window is 3 months, and for 1day timeframe its 5 years. However, this window can be shifted to older dates by changing the start and stop date under the ‘backtest parameters’ section

  • Position Sizing and Max Allocation are the Risk Management tools available in the Streak Platform, you can make use of them with an active Streak Subscription.

To learn more about Risk Management in Streak, refer to the link below:

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