Access P&L without using strategy performance report
-
- Posts: 83
- Joined: 18 Mar 2013
- Has thanked: 11 times
Re: Access P&L without using strategy performance report
it is possible if you are a skilful C# programmerAre we able to do it in code?
-
- Posts: 83
- Joined: 18 Mar 2013
- Has thanked: 11 times
Re: Access P&L without using strategy performance report
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.
-
- Posts: 83
- Joined: 18 Mar 2013
- Has thanked: 11 times
Re: Access P&L without using strategy performance report
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?
Is I am backtesting and wish to try out different parameters for my strategy, how do I do it?
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Access P&L without using strategy performance report
Hello maisatomai,
If we are talking about backtesting then there is no way to get the PnL except checking the strategy performance report.Access P&L without using strategy performance report. Are we able to do it in code?
You can run optimization to loop through a range of values you specify and find the optimal/most profitable inputs for your strategy.Is I am backtesting and wish to try out different parameters for my strategy, how do I do it?
-
- Posts: 83
- Joined: 18 Mar 2013
- Has thanked: 11 times
Re: Access P&L without using strategy performance report
how do the optimization know which variable do we want to change to change in order to optimize?
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Access P&L without using strategy performance report
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.