Support Board
Date/Time: Mon, 25 Nov 2024 02:04:56 +0000
Post From: Suite of Backtests
| [2024-04-16 21:15:36] |
| skalaydzhiyski - Posts: 58 |
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HI guys, I am interested in doing a multitude of backtests on a strategy. Option 1: Let's say my strategy is built entirely using ACSIL and I want to run a backtest on a number of dates and on a number of intstruments. Ex: date ranges = [2020-01-01/2020-01-10, 2020-03-01/2020-03-30, etc..] (this list can have up to 100 date ranges) instruments = [GOOG, NVDA, TSLA, etc..] (this list can have up to a 100 instruments) all backtests = 10000 I don't need to render the trades nor see the charts, I just need to compute some statistics about the performance and evaluate my strategy. Can this be done from Sierra ? Option 2: If it cannot be done through Sierra natively, I can do the backtests from backtrader using Python/Pandas/Numpy/etc.., but the only problem is the following: I will need to write the data I need into a csv from ACSIL, which I presume still means I need to apply the study which would produce the csv to 10000 charts. Is it possible to do this in Sierra ? I understand that 10000 is a bit big, but even a 100 would be great (5 instruments 20 intervals each or smth) All the best, Date Time Of Last Edit: 2024-04-16 21:20:08
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