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Hello!
I have to backtest a large amount of strategies on 28 pairs and all timeframes. It would be a waste of time doing it manually, so I need to generate some system that works automatically giving few parametres. I dont know how to do it, so I am open to receive suggestions.
MY IDEA
- OPTIMIZATION
1.1 Setting Optimization parameters
- I would have a preset file for each time frame for each strategy (EA-M1.set/EA-M5.set....)
1.2 Setting a particular Period (2015-2019)
1.3 Discard results that:
- Profit: lower than "x"
- PF: lower than "x"
- Return/Drawdone:lower than "x"
- Minimum Ops: "x"
- DD: Bigger than "x"
2. SAVE OPTIMIZATION RESULTS
2.1 Saving reports
2.1.1 Save optimization report on .xls file (excel)
- Each file should be named like this EANAME+PAIR+TIMEFRAME+YEARS
- We should have a custom template. So we can add for example an extra column - Return/Drowdawn. We sort strategies based on R/D previously added
2.1.2 Save all optimzation results also in .set format (There would be a lot of them ,no problem)
2.1.3 Save also report with all parametres used on xls format. (we should use same name like reports.
Hope you can help me to find a way to batch all these procees.
Thanks!