Hi MC staff,
I am a new user of MC. I have never used a software that has a function of testing different strategies. Would it be possible to make a video tutorial on how to use the Portfolio Backtester?
Regards
Portfolio Backtester - would a tutorial be possible?
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hello Marina,
I have been making some excersises with Portfolio Backtester for a few days and I seem to better understand this tool. GA optimization is excellent. I played around with Start Value and End Value. Worked perfectly and showed me that my intuition based assumptions were totaly wrong when compared to the outcome of the machine computations.
Now I am wondering what a ''Step'' is - what purpose does it serve? I would appreciate an easy-to-understand description.
Optimization looks for best indicator settings for fixed data series properties, e.g. 20 minute compression, 3000 contract compression. Can the optimization be reversed in the following way: the signal / indicator length is fixed and the optimization looks for optimum compression?
Regards
I have been making some excersises with Portfolio Backtester for a few days and I seem to better understand this tool. GA optimization is excellent. I played around with Start Value and End Value. Worked perfectly and showed me that my intuition based assumptions were totaly wrong when compared to the outcome of the machine computations.
Now I am wondering what a ''Step'' is - what purpose does it serve? I would appreciate an easy-to-understand description.
Optimization looks for best indicator settings for fixed data series properties, e.g. 20 minute compression, 3000 contract compression. Can the optimization be reversed in the following way: the signal / indicator length is fixed and the optimization looks for optimum compression?
Regards
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi Tresor,Hello Marina,
I have been making some excersises with Portfolio Backtester for a few days and I seem to better understand this tool. GA optimization is excellent. I played around with Start Value and End Value. Worked perfectly and showed me that my intuition based assumptions were totaly wrong when compared to the outcome of the machine computations.
I am glad that our backtesting and optimization helped you check your trading assumptions. This is exactly why we pay so much attention to these 2 tools: they help customers discard the strategies or strategy configurations that are not (and cannot be) profitable, thus saving their time and money and allowing them to concentrate on what will yeild profit.
Say you have a certain strategy parameter that can assume different values. You want to check the strategy's performance with the values from 3 (Start Value) to 49 (End Value). Now, if you set the Step value to 1, the optimization will go from 3 to 4 to 5 - all the way up to 47, 48, 49. If you set the Step value to 0.2, the optimization will go from 3 to 3.2 to 3.4 to 3.6 all the way up to 49.Now I am wondering what a ''Step'' is - what purpose does it serve? I would appreciate an easy-to-understand description.
It cannot be done in the current MC version. But we are planning to add such optimization feature in future.Optimization looks for best indicator settings for fixed data series properties, e.g. 20 minute compression, 3000 contract compression. Can the optimization be reversed in the following way: the signal / indicator length is fixed and the optimization looks for optimum compression?
Hi Marina,
Thanks again for your help. Now I undersand what "step" stands for. I am happy that you will add a feature of optimizing not only signal parameters but also data compression. This will be very useful because I use some paid indicators which do not allow for manipulating in their length. So I will be able to manipulate data compression
The other issue that I have with Portfolio Backtester is: How can I calculate futures contracts' points of earning / loss and then apply a multiplier value to the earned / lost points?
I elaborated more on this here: www.forum.tssupport.com/viewtopic.php?t=4972
Regards
Thanks again for your help. Now I undersand what "step" stands for. I am happy that you will add a feature of optimizing not only signal parameters but also data compression. This will be very useful because I use some paid indicators which do not allow for manipulating in their length. So I will be able to manipulate data compression
The other issue that I have with Portfolio Backtester is: How can I calculate futures contracts' points of earning / loss and then apply a multiplier value to the earned / lost points?
I elaborated more on this here: www.forum.tssupport.com/viewtopic.php?t=4972
Regards
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
-
- Posts: 1
- Joined: 01 Sep 2008
Back Testing Tutorial or Example Portfollio
It's my understanding that MC will make a tutorial for their backtesting module in the near future. Until such time that it's complete, can anyone be so kind to send an example portfollio.
I may have some self imposed issues ie can't get the thing to execute even one trade based on any signal or it might be a technical problem.
Your kind support would be helpful. (Please don't refer me to the manual - been there, done it)
I may have some self imposed issues ie can't get the thing to execute even one trade based on any signal or it might be a technical problem.
Your kind support would be helpful. (Please don't refer me to the manual - been there, done it)
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi Michael,
From what I understand, none of the strategies will work in your portfolio backtester? Is that correct?
If that is so, please make sure that the symbols you are inserting into portfolio have data for the requested resolution and over the requested period.
Please, let me know the results.
Regards.
From what I understand, none of the strategies will work in your portfolio backtester? Is that correct?
If that is so, please make sure that the symbols you are inserting into portfolio have data for the requested resolution and over the requested period.
Please, let me know the results.
Regards.