Is backtesting 'Optimization' supposed to work for multi-symbol?
Is backtesting 'Optimization' supposed to work for multi-symbol?
30 Jan 2021, 20:20
I have a multi-symbol bot I would love to use Optimization on.
When I try, it seems to get upset about the non-primary Symbols I am loading in OnStart.
(It works just fine in normal backtesting mode)
But in Optimization I see this logging, and all the Passes seem to fail identically:
26/01/2021 03:00:00.294 | Backtesting was stopped
26/01/2021 03:00:00.294 | Crashed in OnStart with NullReferenceException: Object reference not set to an instance of an object.
26/01/2021 03:00:00.294 | Failed to get symbol 'GBPUSD': symbol not found.
26/01/2021 03:00:00.294 | Starting OnStart()...
26/01/2021 03:00:00.294 | Backtesting started
The lines above look somewhat out of order to me, but I get the drift it doesn't like the secondary symbol I am trying to load.
The only API call I have in OnStart() is a call to Symbols.GetSymbol(), twice, for each symbol I want to use.
(It seems to be OK for the 'primary' symbol that is selected for the backtest)
Replies
ctid2514471
01 Feb 2021, 16:48
RE:
PanagiotisCharalampous said:
Hi there,
Multisymbol optimization is not supported at the moment.
Best Regards,
Panagiotis
OK, thanks for that.
Manual optimization it is then. That's a shame...
@ctid2514471
hendrikf
02 Nov 2021, 10:36
RE: Multisymbol optimization is not supported at the moment
PanagiotisCharalampous said:
Hi there,
Multisymbol optimization is not supported at the moment.
Best Regards,
Panagiotis
Hi Panagiotis
Do you know if this will be supported in future? Is there a workaround?
H
@hendrikf
... Deleted by UFO ...
PanagiotisCharalampous
02 Nov 2021, 10:46
Hi hendrikfick,
Yes, this should be enabled in the next major update of cTrader.
Best Regards,
Panagiotis
@PanagiotisCharalampous
PanagiotisCharalampous
01 Feb 2021, 08:03
Hi there,
Multisymbol optimization is not supported at the moment.
Best Regards,
Panagiotis
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