How to use the optimiser in ProBackTest

Forums ProRealTime English forum ProOrder support How to use the optimiser in ProBackTest

Viewing 4 posts - 1 through 4 (of 4 total)
  • #22731

    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

    #22741

    Up in the left corner 🙂

    1 user thanked author for this post.
    #22798

    Thanks for that !

    What about the option of testing of multiple securities ?

    Cheers,

    Assaf

    #22799

    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

Viewing 4 posts - 1 through 4 (of 4 total)

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