I am using ThinkorSwim for my backtesting.
When I update my datasets at the "daily", weekly or monthly setting, I get a full 30 years of data downloaded.
However, I am trying to backtest strats at the 1 minute scale over longer terms (10 years +). But I'm finding that the DataSet Update function of WL8 does not provide data beyond about a year, when I set the scale at anything less than the "daily" setting.
So, when I then backtest for say ... 10 years, I'm apparently not using a full 10 year range of data in my backtest.
ThinkorSwim tells me they are not limiting me.
What can be the cause of this?
When I update my datasets at the "daily", weekly or monthly setting, I get a full 30 years of data downloaded.
However, I am trying to backtest strats at the 1 minute scale over longer terms (10 years +). But I'm finding that the DataSet Update function of WL8 does not provide data beyond about a year, when I set the scale at anything less than the "daily" setting.
So, when I then backtest for say ... 10 years, I'm apparently not using a full 10 year range of data in my backtest.
ThinkorSwim tells me they are not limiting me.
What can be the cause of this?
Rename
Think or Swim is a completely different animal than the TD API that they (used to) allow other software to connect to. We simply bring in however much data the TD API provides. It looks like it's less than what is provided in Think or Swim?
The TD Provider returns all the intraday data that TD will give it for the request. They're only returning about 6 months of intraday.
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