How to use the optimiser in ProBackTest

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01/27/2017 at 12:07 PM #22731 quote

Assaf
Participant

New

Hello,

I tried to backtest a strategy I created. Do you know how can I use the change variables option that enables the optimiser ? (Ont of the videos on Pro real time showed how to use this option, but I cannot see it in V 10.3 from some reason). I just want to test multiple combinations of variables so the optimiser will find me the optimal combination.

Can I run the backtest on multiple securities ? I could only back test my strategy on one security at a time.

Thanks a lot !

Assaf

01/27/2017 at 1:24 PM #22741 quote

Joachim Nilsson
Participant

Average

Up in the left corner 🙂

Nicolas thanked this post

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01/27/2017 at 11:42 PM #22798 quote

Assaf
Participant

New

Thanks for that !

What about the option of testing of multiple securities ?

Cheers,

Assaf

01/27/2017 at 11:50 PM #22799 quote

GraHal
Participant

Master

Hi Assaf

Securities / instruments are backtested one at a time (not multiple).

You can backtest / optimise multiple variables at the same time, but it can be very slow. Best method is to use a wide increment (for each variable) and then narrow it down if need be.

Cheers
GraHal
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How to use the optimiser in ProBackTest

ProOrder: Automated Strategies & Backtesting

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Assaf @assaf Participant

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This topic contains 3 replies,
has 3 voices, and was last updated by GraHal
9 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/27/2017
Status:	Active
Attachments:	No files

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