@fan27 Thanks for your quick reply.., i could not do anything like this with Multichart, however i cant get it built i assume in python etc, and just base it on my price series derived from my plattform... when you say x number of backtests... do you mean that you make a monte carlo of your backtests, multiple times ir randomise the trades ? When you say "collection array indexes which map to a point in time in the data series where each index will be used as an entry signal" i am not sure i understand what you mean. Cheers Daniel
Correct...it is a monte carlo style simulation where random trade entries are selected for each run. If you want a better understanding of my implementation, I suggest requesting a trial of my product https://www.fasterquant.com/ and checkout RandomTradeBacktestRunner.cs in the FasterQuant.Application project. Full source code is provided except for the SDK component.
@Daniel.a I have decided to permanently unlock the Random trade backtest feature of FasterQuant with a trial license. Give me a few weeks and this will be available. Will keep you posted.
@fan27 that sounds interesting, would for sure like to explore that and see if it can be a tool in my process, let me know.
Multichart has its limitations when it comes to controlling and evaluating a large amount of strategies trading a single symbol and sub portfolios, in a live trading environment etc... anyway very much interested in the random feature as you describe.., cheers
Thanks for the reminder. I will get this done this week in addition to upgrading FasterQuant to .NET Core V3.
@fan27 sounds great, shall be interesting to see if/how/ i can test this in my process.. Btw, if you have time i would love to get your input on this closely related subject https://www.elitetrader.com/et/threads/best-language-structure-for-portfolio-opt.336408/
September was very slow as in no trades. Kicking off November with my first short trade! Short 1 ES contract at 2892 for 10 minute time frame Stop at 2916.75 Limit at 2845.50 Exit after 80 bars