Support Board
Date/Time: Sat, 01 Feb 2025 19:46:59 +0000
[Programming Help] - Batched Backtesting
View Count: 548
[2019-08-04 00:05:34] |
User218474 - Posts: 8 |
I'd like to test a range/combination of different inputs for strategies programmatically. For example: - variable A test values 1-20 - variable B test values 1-6 - variable C test indicator's 1-4 Output for every combination of above: - closed trades p/l - long trades p/l - short trades p/l - overall percent profitable - profit factor - total number of trades You can see how with each variable added, the number of backtests needed to be manually run to complete the matrix increases significantly Is there a way that functionality could be added to run programmatic backtests for assigned variable ranges, and the analyst could specify the desired output columns to include? |
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