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Bill311

Backtesting

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Is it possible to do backtesting?

I have a portfolio containing 100+ symbol and I don't want to review the daily chart of each symbol to see if it is effective or not.

I want to minimize the number of alerts.  If the backtesting feature exist it will definitely be great for fine-tuning the scans.

 

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The scanner only shows the scan result of the last candle scanned. Previous candles' triggers are not shown. But - what you could do is, in the C# code (would have to be Advanced type of scan) you could, in the State, remember what the last condition you found was and for what candle's timestamp it was, and have that as the scan result.

 

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I am good with just an output to the alert log and with an option to turn off the alert popup windows when running it. Something simple and nothing fancy at this point.

For instance, today I have <10 alerts out of about 300 symbols. Of course, for those who are getting a great number of alerts it will be a problem.

I suppose most people prefer a few quality alerts over many noisy ones.

 

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Yes, alerts are triggered only on last candle's execution of the scan, not on intermediate. Depending on the PB, over the course of the last N days there could be hundreds of alerts if we didn't do that.

Today we have LogString, which writes it to the program's debug output, which is a bit awkward to access.

If we had an easy-to-access log to which PB/Scan code could write, that would do the trick? Maybe filtered/sorted by the initiating PB and the timestamp of the candle that triggered it?

 

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Ok we really should not do this half way. If we do backtesting support we would have to do the logging that I mentioned above, together with placing simulated trades inside the scan in order to figure out general profitability etc. If you can think of any particular stuff you'd like to see, please post here.

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If backtesting is on the roadmap I agree that the implementation shouldn't be half way. I am all for it!

I was just looking for a workaround if backtesting is not in your features roadmap.

My number one wish right now would me using daily signal values on the intraday chart.  As I mentioned on another thread. However, it looks like this will not happen anytime soon.

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