Why do you need/want to backtest strategies from the console btw?
As I said, with cTrader it is not possible to do more complex optimization strategies like Walk Forward Optimization, Out of Sample Tests, etc. programmatically.
I believe that you cannot define a trading strategy with keeping the parameters constant over a long amount of time like i.e. 10 years. As market conditions are changing frequently, trading strategy parameters also should. To find out which parameters to change how over time, you need to program also start and stop dates of optimization phases, test it out of sample, go ahead another step, etc.
See
ToniTrader
05 Jun 2023, 13:23
RE:
ncel01 said:
As I said, with cTrader it is not possible to do more complex optimization strategies like Walk Forward Optimization, Out of Sample Tests, etc. programmatically.
I believe that you cannot define a trading strategy with keeping the parameters constant over a long amount of time like i.e. 10 years. As market conditions are changing frequently, trading strategy parameters also should. To find out which parameters to change how over time, you need to program also start and stop dates of optimization phases, test it out of sample, go ahead another step, etc.
See
@ToniTrader