Portfolio Backtester, variable for each strategy

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PricePuzzle
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Portfolio Backtester, variable for each strategy

Postby PricePuzzle » 22 Aug 2011

I want to use keyword print in strategy to get the result of each combination of variable in Portforlio backtester.

1) Do you have some key word to access value of each variable in the combination of strategy? For example

Code: Select all

print(Var1OfStrategy1,",", Var2OfStrategy1 ,",",
Var1OfStrategy2,",", Var2OfStrategy2,",", Portfolio_NetProfit );
The needed keyword is the indication "of strategy1". I will use it to get 2 or more cutom criteria, which will then export to Excel.

2) Where should i put the print in each strategy code?
3) Can Global Variance overcome this problem?

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Dave Masalov
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Re: Portfolio Backtester, variable for each strategy

Postby Dave Masalov » 22 Aug 2011

Dear PricePuzzle,

I would suggest you to combine all your strategies into one signal or to use Global Variables.


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