hi all,
I do want to optimise the Backtesting of a system using two variables. They are both coefficient from 0 to 1 with a step of 0.1
So I do set my variables C1 = 0 to 1 step 0.1 and C2 = 0 to 1 step 0.1 … and trigger the back testing.
But in the algorythm, it only makes sens to have C2 > C1. So I get results like
Gain C1 C2
10’000$ 0.5 0.1
10’000$ 0.5 0.2
10’000$ 0.5 0.3
….
And the backtesting takes quite a long time for combinaisons which are not relevant.
I don’t want to set C1 = 0 to 0.5 step 0.1 and C2 = 0.5 to 1 step 0.1.
It does not make sense as I want to back text also C1 = 0.7 & C2 = 0.8
I thought of placing a condition in the code ‘If C2 > C1 then process’ to filtrer those case. But still, it does not prevent the backtesting to run. I will just return no trade results but taking the same time.
So here is the question .. that you might have understood already.
How do I set the conditions that the BackTesting instance will only be triggered when C2 > C1 ?
Thks,
Gfx.
.
