Possible to automate backtesting?
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10.05.2018
Osro


(apologies if this has been covered, but I could not find it and I'm new here)

Is it possible in S# to programmatically back-test a strategy and capture the results? In short: I trade Forex and I have a few strategies and a genetic algorithm. I'd like to leverage S#'s pre-existing backtest engine within my genetic algorithm as the way to evaluate the fitness of a particular configuration (chromosome) for a strategy. I looked at the API documentation, but I can't confirm if this is possible.

I can provide more detail, but I'm trying to keep it short and cut out unnecessary info. I'm a full-time professional C# developer who is getting more in to trading, not the other way around.

update: Turns out in documentation I was looking under the "Stocksharp API" tree, and not the "S# API" tree. It appears to be not only possible, but quite straightforward to automate back testing of strategies. I apologize for my erroneous post, please feel free to delete it.



Спасибо:


Mikhail Sukhov

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Дата: 11.05.2018
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Спасибо:


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