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Backtest feature request

Posted: Feb 26 2010
by Kasper
Markets move up and markets move down :-) sometime fast - and sometimes slow.

But I would love to be able to set some pre-defined time periods to back test on.

So fx. define date intervals on which to run back test

So when doing back testing - you can tick of multiple time lines.

Fx.

Dot com crash
Credit crises

etc. etc - so we can test our set-ups for "worst case" and "best case" scenarios.

So a simple "tick box" to use pre-defined date intervals in testing - and maybe a comparison report between the date intervals.

Posted: Feb 26 2010
by Bruce DeVault
Couldn't you just add a single line of code to your signal referencing a start date and end date input?

Posted: Feb 26 2010
by Kasper
it was more to get a generic function - not just for a single code.

So when you hit backtest - you can select the date ranges your would like to test on.

and/or do comparative testing - so test how things work in different market states.

So no - cant just do it in a code - should be a generic form.

But why do you object?

Posted: Feb 26 2010
by Bruce DeVault
I don't object per se - other platforms e.g. NeoTicker have an input you can specify on the properties of a strategy that allow you to limit trades taken to specific dates - basically, when the strategy tries to take trades outside of those dates all of the orders are rejected. Still other platforms e.g. RINA or NT have a less chart-driven back-testing process, so there's no chart at all for which you would have to change the data loaded but you just specify dates for which to generate a performance report. In platforms like TS/MC where the testing is chart-driven, you would do this by changing the dates on the chart, and that's essentially already doing just what you're talking about with a single setting that isn't on any one strategy. My question was simply to see (if you didn't want to change the dates on the chart) if we couldn't help you get what you wanted today, without an architectural change to MultiCharts, and it seemed like you likely could in just a single line of code.