backtesting many strategies at the same time

[marsupilami]

Hi,

I wrote an ea and have run an optimization on Period 1 ( In Sample)  

How can I test all the strategies on Period 2 (Out of Sample) at once, without having to do it manually for each of them.

Is there a tool, software etc.. tha provides this feature ?

Thank You,

[Anthony Garot]

marsupilami:

without having to do it manually for each of them.

See if this points you in the right direction.

https://www.mql5.com/en/forum/138637

[marsupilami]

Anthony Garot:

See if this points you in the right direction.

https://www.mql5.com/en/forum/138637

Thanks interesting but I would still need to manually save all the .set files from the strategies generated from my optimization before running the batch. And there are many...

[Anthony Garot]

marsupilami:

Thanks interesting but I would still need to manually save all the .set files from the strategies generated from my optimization before running the batch. And there are many...

Write a routine that:

1. generates .set file

2. generate appropriate .ini file for Period 1

3. run optimizer for Period 1

4. generate appropriate .ini for Period 2

5. run optimizer for Period 2

All this can be automated external to Metatrader, e.g. with python or DOS batch files.