Multiple Instruments on Backtest & Optimization
Hi,
This feature would make it easier to identify possible bugs when running the strategy on multiple instruments. You will also get a better idea of the drawdown you may face with a strategy on multiple instruments. To sweeten the deal, the ability to run multiple strategies on an instrument simultaneously.
Obviously, this will take longer, but this information would be worth the wait.
Thanks
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PTMC Support 27.07.2016Hello, Williams Chris!
What about backtesting / optimizing the strategy on a multiple instruments?
Please, look at the following example, to test your strategy on a few instruments you should :
Add an additional data for Backtesting Setup (you can add a group of instruments which you want to test) and code it in your strategy :
C# Example :
instr = new PTLRuntime.NETScript.Instrument[]{ Instruments.Current, Instruments.GetInstrument("AUD/USD"), Instruments.GetInstrument("USD/JPY") };
Then, just run the strategy!
Example of the backtesting (I used 3 instruments) :
Like a plus, you can use it for optimization too.
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Williams Chris 04.08.2016I'm so sorry that I'm now just seeing this. I will try this soon.
Thanks
