Backtesting Programatically  [SOLVED]

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Wbmstmjb
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Backtesting Programatically

Postby Wbmstmjb » 04 Feb 2013

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?

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Henry MultiСharts
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Re: Backtesting Programatically

Postby Henry MultiСharts » 04 Feb 2013

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"?

Wbmstmjb
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Re: Backtesting Programmatically

Postby Wbmstmjb » 04 Feb 2013

Henry MultiСharts wrote: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"?


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?

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Henry MultiСharts
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Re: Backtesting Programmatically

Postby Henry MultiСharts » 05 Feb 2013

Wbmstmjb wrote:
Henry MultiСharts wrote: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"?


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?

There is no such way to do that. A signal should be applied to a chart in order to perform calculations (backtesting).

Wbmstmjb
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Re: Backtesting Programatically

Postby Wbmstmjb » 07 Feb 2013

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)?

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Henry MultiСharts
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Re: Backtesting Programatically  [SOLVED]

Postby Henry MultiСharts » 08 Feb 2013

Wbmstmjb wrote:Can I then pull the performance numbers programmatically from inside the signal code (not from the GUI Menu)?

Hello Wbmstmjb,

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/

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Re: Backtesting Programatically

Postby Emmanuel » 08 Feb 2013

Hi


Absolutely, this feature is very interesting,

I vote for it.

1 Vote

Emmanuel


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