How do I backtest in code?

• 07/27/2020 at 4:03 PM #140215
  Arbu

  If I understand correctly, ProRealCode allows me to write a set of conditions for buying or selling a security. I can backtest that, and if I like the results, set it up to run automatically.

  But market conditions change. I don’t want to have to keep backtesting to see if my strategy still works. I want my code to do that for me. And I’d like it to do it for a number of strategies and give more weight to more recent trades.

  Is that achievable with ProRealCode, and if so how? If not, what technology do I need?

  Thanks.

  

  Arbu

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  07/27/2020 at 4:43 PM #140223
  Nicolas

  Sounds possible but very tricky to correctly test the “fake orders” entries and exit. A first step in this approach: How to improve a strategy with simulated trades — part 1

  But it also depends mainly of the strategy..

  

  Nicolas

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