Fast Backtest: Difference between revisions
No edit summary |
|||
| Line 15: | Line 15: | ||
=== Fast Backtest processing === | === Fast Backtest processing === | ||
==== Step 1 : Selecting the symbols ==== | ==== Step 1 : Selecting the symbols ==== | ||
<br>First, you have to select the symbols you want to be used in the different backtests. | <br>First, you have to select the symbols you want to be used in the different backtests and the backtesting period. | ||
<br>The initial deposit can be chosen here, as well | <br>The initial deposit can be chosen here, as well : | ||
<br> | <br> | ||
[[File:FastBacktest_Step1.png|left|frameless|upright=2.0]] | [[File:FastBacktest_Step1.png|left|frameless|upright=2.0]] | ||
| Line 40: | Line 40: | ||
<br> | <br> | ||
==== Step 2 : | ==== Step 2 : Selecting the timeframes ==== | ||
<br>Then, you have to select the timeframes used to backtest the trading system. | |||
<br>The usual backtesting options are available for the spread and the timezone. | |||
<br>The user can chose the automatic strategies : [[strategies|API strategies]] or [[Setup Rules]]. | |||
<br> | <br> | ||
[[File:FastBacktest Step2.png|frameless|left|upright=2.0]] | [[File:FastBacktest Step2.png|frameless|left|upright=2.0]] | ||
| Line 64: | Line 67: | ||
<br> | <br> | ||
==== Step 3.1 : | ==== Step 3.1 : Selecting the Setup Rules ==== | ||
<br>If the user selected the Setup Rules, he has to choose the Setups Rules involved in the backtest : | |||
<br> | <br> | ||
[[File:FastBacktest Step3 Rules 1.png|frameless|left|upright=2.0]] | [[File:FastBacktest Step3 Rules 1.png|frameless|left|upright=2.0]] | ||
| Line 86: | Line 90: | ||
<br> | <br> | ||
<br> | <br> | ||
<br> | |||
If the user checked the box "Change the entry and exit rules", it's possible to switch the entry and exit rules for each Setup Rule selected : | |||
<br> | <br> | ||
[[File:FastBacktest Step3 Rules 2.png|frameless|left|upright=2.0]] | [[File:FastBacktest Step3 Rules 2.png|frameless|left|upright=2.0]] | ||
| Line 108: | Line 114: | ||
<br> | <br> | ||
<br> | <br> | ||
==== Step 3.2 : | ==== Step 3.2 : Selecting the API strategies ==== | ||
<br>If the user selected the API strategies, he has to choose the systems involved in the backtest : | |||
<br> | <br> | ||
[[File:FastBacktest Step3 Strat.png|frameless|left|upright=2.0]] | [[File:FastBacktest Step3 Strat.png|frameless|left|upright=2.0]] | ||
| Line 131: | Line 138: | ||
<br> | <br> | ||
<br> | <br> | ||
The strategy parameters can be edited by double-clicking on it. | |||
<br> | |||
==== Step 4 : Launch the Backtests ==== | ==== Step 4 : Launch the Backtests ==== | ||
<br>Finally, the Fast Backtest can be launched. The results will appear successively, allowing their anlysis during the remaining backtests. | |||
<br> | <br> | ||
[[File:FastBacktest Step4.png|frameless|left|upright=2.0]] | [[File:FastBacktest Step4.png|frameless|left|upright=2.0]] | ||
| Line 155: | Line 164: | ||
<br> | <br> | ||
<br> | <br> | ||
Here is an example with 4 differents symbols, a single timeframe and a single Setup Rule : | |||
[[File:FastbacktestExample.gif|left]] | [[File:FastbacktestExample.gif|left]] | ||
<br> | <br> | ||
Revision as of 15:55, 29 March 2022
Overview
The Fast Backtest module provides the possibility to backtest any period of time without displaying the charts, speeding up the whole process.
This feature is very useful to test a trading strategy with several Timeframes and Symbols at the same time.
Fast Backtest is dedicated to automatic trading systems since the user can chose between API strategies or Setup Rules to automatically set orders.
Moreover, by chosing the Setup Rules, you can switch with any Entry or Exit Rules in order to assess the strategy with different ways of entering and exiting the Markets.
At the end of the process, the Statistics Center can be launched to have detailed analysis of the performance.
Fast Backtest location
You can open the Fast Backtest module from Tools menu.
Fast Backtest processing
Step 1 : Selecting the symbols
First, you have to select the symbols you want to be used in the different backtests and the backtesting period.
The initial deposit can be chosen here, as well :
Step 2 : Selecting the timeframes
Then, you have to select the timeframes used to backtest the trading system.
The usual backtesting options are available for the spread and the timezone.
The user can chose the automatic strategies : API strategies or Setup Rules.
Step 3.1 : Selecting the Setup Rules
If the user selected the Setup Rules, he has to choose the Setups Rules involved in the backtest :
If the user checked the box "Change the entry and exit rules", it's possible to switch the entry and exit rules for each Setup Rule selected :
Step 3.2 : Selecting the API strategies
If the user selected the API strategies, he has to choose the systems involved in the backtest :
The strategy parameters can be edited by double-clicking on it.
Step 4 : Launch the Backtests
Finally, the Fast Backtest can be launched. The results will appear successively, allowing their anlysis during the remaining backtests.
Here is an example with 4 differents symbols, a single timeframe and a single Setup Rule :
