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Date/Time: Sun, 05 May 2024 09:48:56 +0000



[Programming Help] - Batched Backtesting

View Count: 493

[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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