Backtesting and Optimization

Hello

1. Out backtesting engine can work with followed data types: level1, order book and order log. All matching down with simulation full order book. As an input data can be bid/ask prices, last tick price or OHLC. It depends what actually have a client. But you should be noticed that OHLC has a worst price estimation. The best input data - order book. And the total result, as you understand, will be depend from input data.

2. Sure. Explained in 1 par. But all csv files should have exact format as S# use.

3. We have a Brute Force Optimization implemented in designer. It is based on backtesting engine so it is easy to create the same on C# app. But we do not have Genetic Optimization. For that work we plan to implements the connector with WealthLab http://stocksharp.com/products/wld/ (product under develop and not yet available for use).

Great!

1. Does your Brute Force Optimizer fill orders using the same logic (mentioned in item #1) as your Backtesting engine?

2. Does your Backtester/Optimizer work the exact same way when backtesting/optimizing Options based strategies (as opposed to Stock, Futures, Forex based strategies)? I ask, because I find many platforms have limited features for backtesting/optimizing Options based strategies (due to the sheer number of symbols Options trading requires).

1. Has the same logic cause Brute Forse is a batch of Backtesting iterations.

2. As a 1th par. The same. Do you know what the diff in matching between currency and stocks? Will be happy to kbow about limitation on other platform.

Hello again.

How do I get Designer to fill using BID/ASK prices (rather then Last prices) while backtesting?

Is there a setting I need to put Designer on to do this? Or will Designer do this automatically I've imported historical BID/ASK prices for the instrument?

Thanks

Designer will upload all the historical data for level1. There is no any settings for this option - should be automatically.