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Backtesting & Optimization

The simplest way to identify inconsistencies in the logic of your Trading System is to run it on the history data. 
Run ProTrader Terminal, connect to your broker, open a Strategy Manager and add instruments you want to test.

Click the button in the Scripting tab or simply use the F5 key to compile and run your Module. After compilation, you can open your module in the Strategy Manger. You will be able to track execution while your Trading System is running. The Strategy Manager will show you trades and placed orders while executing just like a Chart panel in ProTrader Terminal.

You can pause execution at any time to explore variables or go through step-by-step.

Once testing is finished you will be able to analyze results in the Performance window. You can compare results before and after optimization.

Automatic Optimization

Once your Trading system is tested on the History and you've also defined all settings needed to set up it, then you can perform Automatic Optimization. In new version Optimizer tool is integrated in Strategy Manager. You will see checkbox Optimization when adding new trading strategy to Strategy Manager. When run backtesting in Optimization mode, optimizer will take the settings one by one and run them on the History in different combinations, trying to achieve better perfomance. 

Run your Trading system in Strategy Manager several times with different parameters before start optimization to make sure there is no serious logic errors left.

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