Expose the .NET APIs of Optimization and Backtest

Created at 30 Mar 2024, 20:21
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JE

JeanPaul

Joined 17.10.2020

Expose the .NET APIs of Optimization and Backtest
30 Mar 2024, 20:21


At the moment, the only way to do a backtest or optimization is via UI which makes going through all the assets for a certain strategy a time-consuming process that can span for days. Opening the APIs for optimisation and for backtesting gives the algo developers the freedom to do their own optimization process including any specific implementation of walk-forward optimisation and potentially analysing the output using external software. My suggestion:

  • Allow hooking to a specific NuGet that allows triggering optimizations and backtests
  • Allow getting the results of the optimization and backtesting 

This also opens the chance for a 3rd party vendors to create useful plugins.


cTrader Automate
@JeanPaul