Hi All,
Has anyone come across the proper way to backtest a strategy from code? I may be missing a section of available classes/functions, but I can't figure out how to test the performance of my strategy without using the UI.
Does this capability exist?
Backtesting Programatically [SOLVED]
- Henry MultiСharts
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Re: Backtesting Programatically
Hello Wbmstmjb,
Please provide more details on the concept you want to have implemented.
What do you mean exactly by "to test the performance of my strategy without using the UI"?
Please provide more details on the concept you want to have implemented.
What do you mean exactly by "to test the performance of my strategy without using the UI"?
Re: Backtesting Programmatically
From code be able to run backtesting. Currently the only way I know of to get performance numbers of a strategy is to apply it to a chart and then get performance numbers from "Strategy Performance Report". Is there a way to run and get the numbers from this report programmatically?Please provide more details on the concept you want to have implemented.
What do you mean exactly by "to test the performance of my strategy without using the UI"?
- Henry MultiСharts
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Re: Backtesting Programmatically
There is no such way to do that. A signal should be applied to a chart in order to perform calculations (backtesting).From code be able to run backtesting. Currently the only way I know of to get performance numbers of a strategy is to apply it to a chart and then get performance numbers from "Strategy Performance Report". Is there a way to run and get the numbers from this report programmatically?Please provide more details on the concept you want to have implemented.
What do you mean exactly by "to test the performance of my strategy without using the UI"?
Re: Backtesting Programatically
Of course it would be applied to the chart. But can the performance numbers of backtesting be pulled programmatically from inside that signal?
If I make a strategy where it buys every time the Bars.Open[0] > Bars.Close[1] (great strategy, I know) and apply it to Apple's chart. Can I then pull the performance numbers programmatically from inside the signal code (not from the GUI Menu)?
If I make a strategy where it buys every time the Bars.Open[0] > Bars.Close[1] (great strategy, I know) and apply it to Apple's chart. Can I then pull the performance numbers programmatically from inside the signal code (not from the GUI Menu)?
- Henry MultiСharts
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Re: Backtesting Programatically [SOLVED]
Hello Wbmstmjb,Can I then pull the performance numbers programmatically from inside the signal code (not from the GUI Menu)?
At the moment there is no way to do that. You may want to submit a feature request to the Project Management of our web site so other users can vote for it: https://www.multicharts.com/pm/