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Direct MessagesDate/Time: Sat, 18 May 2024 13:54:45 +0000
Post From: Batched Backtesting
| [2019-08-04 00:05:34] |
| User218474 - Posts: 8 |
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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? |