Backtesting AlgoTerminal With Different Date After Optimization

Discussion in 'Automated Trading' started by jabowery, Sep 2, 2019.

  1. jabowery

    jabowery

    After optimizing parameters for a trading strategy, I can easily backtest but only with the same date range used to optimize. When I tried to set the start year 2 years back it gives me this warning and shows no data for those two years. I can, of course, go ahead and optimize using the new date range but that seems to defeat the point of "backtesting". What am I missing?
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  2. You might want to ask @fan27, if I recall correctly, he uses AlgoTerminal.

     
  3. fan27

    fan27

    The performance screen you are looking at allows you to analyze date range slices of the current backtest so the warning message you see makes sense.

    I have not used the AlgoTerminal Optimization feature but I would think you would want to optimize on a slice of data and use the "optimal" parameters for a new backtest. Whatever the case, send AlgoTerminal support a message if you are still having issues. They are typically very responsive.
     
  4. jabowery

    jabowery

    Optimization provides a list of alternative parameter configurations from which one can select for backtesting. This makes sense in the same way that you said "I would think you would ... use the 'optimal' parameters for a new backtest." Indeed, that is exactly what I tried to do -- where a "new backtest" means over a different date range.