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Tuning my strategy for a set of stocks

Posted: Sep 01 2012
by KhaosTrader
I have a strategy that I would like to individually optimize for each of my 50 stocks in my trade list. Is there a way where I can use the backtester to optimize the input settings for my strategy for each instrument, then apply them to a particular chart with the strategy during trading?

For example, lets say I have AAPL, RGLD, BIDU, GOLD, WMT... (50 stocks)...

Then I have a scanner that will let me which stock has a setup.... lets say its aapl.

I would like then to open up a chart with my strategy and apply the optimized aapl input settings to it and then start the strategy , as it will execute if an entry occurs and manage my exit.

I am hoping that the backtester will allow me to bulk optimize my strategy against my 50 stocks on my trade list then I can just apply the proper optimized settings to my trading chart whenever I want.

Re: Tuning my strategy for a set of stocks

Posted: Sep 05 2012
by Henry MultiŠ”harts
KhaosTrader, you can save the optimization report to Excel and then in the trading strategy code read the values you need for optimization from Excel.

Re: Tuning my strategy for a set of stocks

Posted: Sep 05 2012
by KhaosTrader
ok ty, can you point me where I can read how to do this?

Thanks

Re: Tuning my strategy for a set of stocks

Posted: Sep 05 2012
by Henry MultiŠ”harts
You need to search the forums for ELExcel.

Re: Tuning my strategy for a set of stocks

Posted: Sep 05 2012
by KhaosTrader
ok sounds good, ty.