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Using BackTrader Offline with Archive Data

Discussion in 'OptionVue Forum' started by AKJ, Jan 26, 2016.

  1. Gabor Maly

    Gabor Maly Well-Known Member

    John Locke mentioned earlier that SPX archive was pulled from the site as it only had data for the 25 point strikes....OV is supposedly working on fixing it.
     
  2. kgbist

    kgbist Member

    Does anyone still have those zip files? The links no longer work.
    Thank you
     
  3. tom

    tom Administrator Staff Member

    I can ask OptionVue for updated files.
     
  4. tom

    tom Administrator Staff Member

    I just got a reply from Ken at OptionVue:
    --------------------------------------------
    The data format has changed for the BackTrader data files.

    We removed the Archive files from the website because they will no longer work in BackTrader.

    We currently have no plans to rebuild these files because of the work involved in maintaining them and because the primary reason we created them is no longer needed, which was to increase BackTrader speeds when connected to NetVue. BackTrader speeds have been dramatically improved with recent changes in the program and the BackTrader servers.

    My suggestion for anyone wanting to use BackTrader data offline is to run Collect BackTrader data overnight for 1 year at a time. It takes about 7 hours for 1 year of data with half hour intervals to download. Then rename the Archive file to the specific asset and year such as SPX 2014 for example. Repeat the process for the next year etc.

    Best Regards,

    Ken Dole
    Optionvue Systems Inc.
     
    Lifeson likes this.
  5. kgbist

    kgbist Member

    thanks Tom,
    Was wondering if someone was sharing there own downloaded files...
    no big deal I will have to run the computer overnight.
     
  6. Mark17

    Mark17 Well-Known Member

    I was told (not by Ken) that running BackTrader with archive (local) files is not any faster than doing it online through their servers. Have others found the archive to be faster? Perhaps this depends on the underlying (they always talk about how many symbols SPX has with all the expirations and strikes).
     
  7. Challenger

    Challenger Member

    I have downloaded an entire year on RUT and tried back trader off-line. In my case, I found accessing local files was much faster than accessing back trader servers. I only keep one year at the time in the archive folder and all my data is stored on a SSD drive.
     
  8. PatRyan

    PatRyan New Member

    I signed up for a trial to see if OptionVue's archived data offered any advantages. My experience with version 7 was it was way too slow to pay the up charge they demanded for continuing my "lifetime" Backtrader license. And I learned a few positive things.

    In the past, I could not use OptionVue at all for back testing if there was no internet available. I spend quite a few hours per week on a train with no WiFi. By transferring the Archive folder to my laptop, it is possible to work offline. That's a plus.

    I further learned that if the computer at home is downloading data into the archive, and my laptop is being used remotely for back testing, if WiFi becomes available while running OptionVue then it causes a problem. Even though the laptop is in OptionVue offline mode, it apparently logs in with the servers and stops the download at home. So don't plan on doing simultaneous downloads and backtesting on two different computers.

    Another surprise came when I wanted to do some of the backtests as described on the DiscoverOptions youtube channel. They describe a "Best Practices Broken Wing Buttefly" (BPBWB). And, at least with backtesting, make a strong case why it is superior to the RTT, the Kevlar and the Rhino approaches. The initial algorithm uses $25 strikes for the SPX and can be backtested using the default model that is stored locally in the Archive folder. The problem is when one goes to test the version that uses their Zero Debit Spreads version. It uses non-25 point strikes which are not downloaded with the default model and this requires re-downloading the files. The really bad news is that if you do like I did and max out everything in the model definition, a 1 year download takes over 24 hours for SPX. The files are much bigger, maybe 3X. Once you suffer through that, it does seem to be faster. I also use an SSD which is big enough so I keep all the downloaded data on it, so I can't say whether just one year in the Archive folder would speed things.
     
  9. status1

    status1 Well-Known Member

    I like the BPBWB series presentation It would have been interesting if it were real trading and how it would work in this environment although it probably would have stayed out of the market or maybe get out with a small loss
     

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