Backtest multiple indicators
Backtest multiple indicators
19 Jun 2022, 06:40
Is it possible to automate the backtesting with multiple indicators (separately) and currency pairs (separately)? For example:
I want to backtest:
- One time period e.g 1/1/2021-1/1/2022
- Two indicators with crossover signals e.g. MACD and SSL
- On two currency pairs e.g. AUDUSD and AUDNZD
- Provide four sets of results
- MACD / AUDUSD
- MACD / AUDNZD
- SSL / AUDUSD
- SSL / AUDNZD
The only way I can think to achieve this is to set the Indicators as numbered variables and then loop though them using Optimization. Is there a better way to do this?
Replies
cg_trader
20 Jun 2022, 09:51
RE:
amusleh said:
Hi,
You can access more than one symbol data on back test environment, you just have to load the symbols data, create separate instances of indicators you use for each symbol data.
Thanks Amusleh, I'm more thinking of multiple indicators.... alsmost like automating the backtest function itself to run multiple backtests with different configurations and have separate reports for each run...?
@cg_trader
amusleh
20 Jun 2022, 09:47
Hi,
You can access more than one symbol data on back test environment, you just have to load the symbols data, create separate instances of indicators you use for each symbol data.
@amusleh