Portfolio Backtesting under the same bot but with different parameters

Created at 22 Oct 2020, 16:07
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JeanPaul

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Joined 17.10.2020

Portfolio Backtesting under the same bot but with different parameters
22 Oct 2020, 16:07

Can I backtest multiple instruments that belong to the same bot simultaneously with each instrument having different parameters? And produce the overall portfolio P/L, Profit Factor and Sharpe Ratio, etc...? 

- Does a third party cTrader plugin do this?

- If not implemented in cTrader, are you planning to and is there a timeline for this one?

N.B. I am aware of the multicurrency feature, but this doesn't help as it simulates on single parameters

@JeanPaul
Replies

PanagiotisCharalampous
22 Oct 2020, 16:11

Hi JeanPaul,

cTrader offers you the option to backtest a cBot that places trades on multiple instruments. If you need different parameters per instrument, you need to program this yourself. The overall results will be for all the instruments you have placed trades for. If you want to backtest multiple instances at the same time, then this is not possible neither we have plans for such a feature.

Best Regards,

Panagiotis 

Join us on Telegram

@PanagiotisCharalampous

JeanPaul
22 Oct 2020, 16:26

RE:

PanagiotisCharalampous said:

Hi JeanPaul,

cTrader offers you the option to backtest a cBot that places trades on multiple instruments. If you need different parameters per instrument, you need to program this yourself. The overall results will be for all the instruments you have placed trades for. If you want to backtest multiple instances at the same time, then this is not possible neither we have plans for such a feature.

Best Regards,

Panagiotis 

Join us on Telegram

It is not different parameters per instrument, I used the wrong term, I meant different parameters per instance (an instance can be the same instrument with a different time frame or another instrument).

The benefits of running them together and not individually is that all of them will be affecting the account simultaneously because that will show down the aggregate drawdown per period for the whole.

Thank you for the prompt reply.

@JeanPaul
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