Adventures in Automation

@fan27 Thanks for your quick reply.., i could not do anything like this with Multichart, however i cant get it built i assume in python etc, and just base it on my price series derived from my plattform... when you say x number of backtests... do you mean that you make a monte carlo of your backtests, multiple times ir randomise the trades ?
When you say "collection array indexes which map to a point in time in the data series where each index will be used as an entry signal" i am not sure i understand what you mean.

Cheers
Daniel
 
Daniel.a said:
@fan27 Thanks for your quick reply.., i could not do anything like this with Multichart, however i cant get it built i assume in python etc, and just base it on my price series derived from my plattform... when you say x number of backtests... do you mean that you make a monte carlo of your backtests, multiple times ir randomise the trades ?
When you say "collection array indexes which map to a point in time in the data series where each index will be used as an entry signal" i am not sure i understand what you mean.

Cheers
Daniel
More...
Correct...it is a monte carlo style simulation where random trade entries are selected for each run. If you want a better understanding of my implementation, I suggest requesting a trial of my product https://www.fasterquant.com/ and checkout RandomTradeBacktestRunner.cs in the FasterQuant.Application project. Full source code is provided except for the SDK component.
 
Very slow August.

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Daniel.a said:
@fan27 Thanks for your quick reply.., i could not do anything like this with Multichart, however i cant get it built i assume in python etc, and just base it on my price series derived from my plattform... when you say x number of backtests... do you mean that you make a monte carlo of your backtests, multiple times ir randomise the trades ?
When you say "collection array indexes which map to a point in time in the data series where each index will be used as an entry signal" i am not sure i understand what you mean.

Cheers
Daniel
More...
@Daniel.a I have decided to permanently unlock the Random trade backtest feature of FasterQuant with a trial license. Give me a few weeks and this will be available. Will keep you posted.
 
Multichart has its limitations when it comes to controlling and evaluating a large amount of strategies trading a single symbol and sub portfolios, in a live trading environment etc... anyway very much interested in the random feature as you describe.., cheers
 
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