Request: populate backtest dialog from OptimizeResults

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Request: populate backtest dialog from OptimizeResults

Postby Exolon » Tue Jul 12, 2011 12:03 pm

Hi guys,

Sorry about the noise, if there's a better place for this, please move my post.

My usual process when using the superb parameter optimiser is to optimise on a small "training set" (3 months of m15 data). Then I'll pick the best result and try to backtest it against a larger "testing set" (the 6 month m1 price file on the wiki site).
Then I might run another optimisation session (with parameters in a narrower range based on the results of the first optimisation) on the big file and then backtest on the small file.

It would be really convenient if you could add a "backtest..." command to the right-click context menu for result entries in the OptimizeResults tab. Selecting this could open up the backtest dialog already populated with the parameters corresponding to that particular result (including non-optimised ones that are not listed, e.g. the timeframe).
Then the user could simply change the source price file and quickly check the performance on a different dataset.
Exolon
 
Posts: 31
Joined: Thu Jul 07, 2011 5:39 pm
Location: Ireland

Re: Request: populate backtest dialog from OptimizeResults

Postby sunshine » Wed Jul 13, 2011 7:42 am

Thanks for your proposal. We greatly appreciate it.
This command will be available in the upcoming release of FX Trading Station/Marketscope.
However the command will automatically start backtesting on the same time interval as used for optimization. So you'll have to stop optimazation and re-configure settings.
I'll pass your suggestion to the development team.
Thanks again.
sunshine
 


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