Open discussion about backtest/walk forward settings.

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ScottishSpeculator
Posts: 47
Joined: 03 Jan 2023
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Open discussion about backtest/walk forward settings.

Postby ScottishSpeculator » 30 Jan 2023

Hello everyone , just wanted to start a interesting thread on the topic of backtesting/walk forward but more specifically on the settings people use. Hopefully people jump in and share their experience and knowledge . Only had Multicharts for over a week and got used to the general settings / formatting etc. But before jumping into back testing coded strategies I want to make sure my settings are set up correctly depending on the strategy. So I don't read into results wrongly. Would be nothing worse than doing a lot of work on a strategy to find out its not realistic.

So in regards to back testing daily bars or intra day bars what settings to others have / recommend or the logic behind :

- bar magnifier
- precise back testing using ask and bid data series per instrument
- Intra-bar generation
- What slippage and commission they use and why
- Any rules or settings regarding walk forward

Multicharts should really put a video together discussing each of these topics in my opinion they aren't the easiest of concepts to initially understand or think about and I am sure depend on your strategy.

ScottishSpeculator
Posts: 47
Joined: 03 Jan 2023
Been thanked: 3 times

Re: Open discussion about backtest/walk forward settings.

Postby ScottishSpeculator » 30 Jan 2023

Perhaps if members don't want to start the chat someone from Multichart can lay out different best practices. For walk forward/backtesting regarding these questions to get it going. I know I can't be the only one interested.

1) If I am just using daily bars close for signals what settings would you recommend in the back-testing/walk forward? I assume if we use only close of bar data, we can turn off some of the settings as they will make no difference to the result but speed up testing?

2) If we want more price backtesting within bars what settings would you recommend multi charts in regards to magnifier/ IOG/ using ask and bid? Perhaps laying out the pros and cons of each would be helpful for new users.


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