Access P&L without using strategy performance report

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maisatomai
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Access P&L without using strategy performance report

Postby maisatomai » 09 Apr 2013

Are we able to do it in code?

Azharr
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Re: Access P&L without using strategy performance report

Postby Azharr » 09 Apr 2013

Are we able to do it in code?
it is possible if you are a skilful C# programmer

maisatomai
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Re: Access P&L without using strategy performance report

Postby maisatomai » 09 Apr 2013

I have a strategy which has 2 variables which I wish to optimize. I wish to put it into a for loop and run the strategy, adjusting the 2 variables each time, so that I can know which is the most profitable variables parameters.

maisatomai
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Re: Access P&L without using strategy performance report

Postby maisatomai » 09 Apr 2013

also I understand when I call the strategy, the program will go through all the data bar once to do the necessary code.


Is I am backtesting and wish to try out different parameters for my strategy, how do I do it?

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Henry MultiСharts
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Re: Access P&L without using strategy performance report

Postby Henry MultiСharts » 09 Apr 2013

Hello maisatomai,
Access P&L without using strategy performance report. Are we able to do it in code?
If we are talking about backtesting then there is no way to get the PnL except checking the strategy performance report.
Is I am backtesting and wish to try out different parameters for my strategy, how do I do it?
You can run optimization to loop through a range of values you specify and find the optimal/most profitable inputs for your strategy.

maisatomai
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Re: Access P&L without using strategy performance report

Postby maisatomai » 10 Apr 2013

how do the optimization know which variable do we want to change to change in order to optimize?

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Henry MultiСharts
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Re: Access P&L without using strategy performance report

Postby Henry MultiСharts » 10 Apr 2013

maisatomai, make your variables defined through inputs. Optimization will search for the best values through the value range you specify according to selected optimization criteria for the selected inputs. For more info on understanding and performing optimization please refer to our wiki section: Optimization.


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