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Old 04-13-2009, 10:52 PM   #1

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Backtesting Strategy

I am using TS 8.5.

I have a strategy i was backtesting. It was going great! The results were great at 30k plus. I had given a lot of parameters for testing so it was taking a while. I was using the genetic optimization. However, computer turned off and now i have lost all results and have to redo the dang thing.

it was running for 48 hours and had 30+ days remaining to complete.

now i have to start again.

whats the best approach? do i give parameters for everything at once?
do i back test a few things first and then others. (e.g. MAs first then stops?)

how do you back test? how long does your startegy take to complete?
are their any resources that i can use to learn more.

This is just an initial phase with no money management built in. so i am afraid that when i start to back test the same startegy with money management it may take forever.

please help!
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Old 04-13-2009, 11:14 PM   #2

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Re: Backtesting Strategy

if you have a testing plan...
you can download MultiCharts trial.
it is the full version, the real McCoy, that you can use for 30 days, FREE !

MultiCharts utilizes multi-core for backtesting.
If you have a quadcore machine, you can save ~ 50+% of the testing time.

here's one of the test I did a while back.

.
Attached Thumbnails
Backtesting Strategy-multicore.jpg   Backtesting Strategy-optimization.jpg   Backtesting Strategy-time.jpg  

Last edited by Tams; 04-13-2009 at 11:33 PM.
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Old 04-13-2009, 11:37 PM   #3

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Re: Backtesting Strategy

testing plan..?
is this something that i can develope with Tradestation?

i have my startegy written in Easy Language in TS. can i use the same startegy in multicharts?

thanks,

raj
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Old 04-13-2009, 11:42 PM   #4

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Re: Backtesting Strategy

Quote:
Originally Posted by ephi144 »
testing plan..?
is this something that i can develope with Tradestation?
i have my startegy written in Easy Language in TS. can i use the same startegy in multicharts?
thanks,
raj
Yes, MultiCharts understands EasyLanguage.
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