Is there anyway through code, that you can accurately match a past week’s behaviour to one of my algos?
Do you mean through reverse engineering?
If so, well… it’s theoretically possible, by someone willing to spend many (too many, I fear) days creating and testing code just for the sake of self-accomplishment!
Even in this case it would be very difficult, because anyone can match one single trade, which could be fairly easy, the difficult (almost impossible) part is finding the algorithm so that also all subsequent trades match yours!
Or do you mean somehow optimize your strategy to how the market behaves during a specific period?
.. what I meant was, trying to match a past week’s trading regime to what is expected next week so that my algo can be adjusted to the expected behaviour?
How can we measure what is expected next week? Maybe with some indicator to which a percentage is applied?