Backtesting strategy

 
I have a question.
As it possible to make backtesting strategy for the past I am wondering if its possible viceversa. So that you put trades in and take out the strategy?
Thanks for ansvers
 
Matej Potocnik:
I have a question.
As it possible to make backtesting strategy for the past I am wondering if its possible viceversa. So that you put trades in and take out the strategy?
Thanks for ansvers

Great question. There is important initial manual part called "rule-set" - need to formulate the rules that governs those trades. 

 

As I see, you want to reverse engineer some EA (since you want to input some trades and identify the strategy behind them). You'll find it to be really hard. Imagine there're an infinite number of indicators available out there and another infinity not available to the public and you need to select a specific combination of these indicators and also their settings to make it completely equal to the original strategy.


The only hope here is to create an AI to identify and learn the trading pattern. But take note that, if it was that easy, there would be no one selling their strategies either at the form of an EA or through copy trade - otherwise it would be easily copyable.

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