How to use the optimiser in ProBackTest

• 01/27/2017 at 12:07 PM #22731
  Assaf

  Hello,

  I tried to backtest a strategy I created. Do you know how can I use the change variables option that enables the optimiser ? (Ont of the videos on Pro real time showed how to use this option, but I cannot see it in V 10.3 from some reason). I just want to test multiple combinations of variables so the optimiser will find me the optimal combination.

  Can I run the backtest on multiple securities ? I could only back test my strategy on one security at a time.

  Thanks a lot !

  Assaf

  

  Assaf

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  01/27/2017 at 1:24 PM #22741
  Joachim Nilsson

  Up in the left corner 🙂

  1 user thanked author for this post.

  Nicolas

  

  Joachim Nilsson

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  01/27/2017 at 11:42 PM #22798
  Assaf

  Thanks for that !

  What about the option of testing of multiple securities ?

  Cheers,

  Assaf

  

  Assaf

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  01/27/2017 at 11:50 PM #22799
  GraHal

  Hi Assaf

  Securities / instruments are backtested one at a time (not multiple).

  You can backtest / optimise  multiple variables at the same time, but it can be very slow. Best method is to use a wide increment (for each variable) and then narrow it down if need be.

  Cheers
  GraHal

  

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