backtesting many strategies at the same time

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marsupilami
149
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
3625
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

Automatic expert advisor testing
Automatic expert advisor testing
  • 2012.03.23
  • www.mql5.com
Hi, I'm trying to test and optimize EA's, is there a way to make testing EA's on historical data automatic...
marsupilami
149
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
3625
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.

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