Custom Period backtest

Created at 14 Sep 2019, 13:40
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bitcoinspeak

Joined 04.08.2019

Custom Period backtest
14 Sep 2019, 13:40


I think maybe the developer can add an option for a custom backtest period, in the optimization menu, so the optimization results are more precise in determining the parameter values, for example the backtest with a monthly period, the goal of this backtest is to find out the results of the backtest periodically with the same balance amount, not like at this time, if we want to know the periodic results every month we have to repeat the optimization process periodically, or if it is directly tested for example for the past 3 months, the results will not be maximal because the balance accumulates ...
For example, I want to test for the past 3 months, August - July - June, the backtest is not done from June to August, because this will accumulate the balance that has been obtained from the start of the cBOT start, while I want to find out the parameter values ​​in the past 3 months with same amount of balance.

hopefully the developer understands my point.
Thank you in advance.

*note : Period options can use week to week, month to month and year to year


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