Automatically testing a range of variables for an automated ACSIL strategy

April 4th, 2019, 05:23 PM

Hello,

I am currently backtesting and optimizing some strategies in SC. I was wondering if anyone knows of a way to repeatedly run backtests that go through a range of values for variables in your strategy. So, instead of running a test, waiting for results, tweaking parameters, and re-running the test, I could just specify a range of parameters for a given variable in my code that will be tested on each backtest iteration. I've heard other programs have this functionality and was wondering if anyone had created something like this for SC or if there's something built in.

Thanks!

LF

April 4th, 2019, 11:35 PM

There is no native backtesting optimization in Sierra Chart but it is offered by this 3rd party:
https://profsoftware.com/

April 5th, 2019, 12:09 PM

The good old-fashioned way would be to use a loop structure and feed a unique variable into each iteration.

Here is the ACSIL documentation example that does it:

for (int Index = sc.UpdateStartIndex; Index < sc.ArraySize; ++Index)
{
// fill in the first subgraph with the last values
sc.Subgraph[0][Index] = sc.BaseData[SC_LAST][Index];
}

Rob

April 9th, 2019, 03:55 PM

tomgilb

There is no native backtesting optimization in Sierra Chart but it is offered by this 3rd party:
https://profsoftware.com/

Have you tried this? It looks like there is a free trial.

A little pricey, but this could save a lot of time if it's functional enough

April 9th, 2019, 05:11 PM

LittleFinger

Have you tried this? It looks like there is a free trial.

A little pricey, but this could save a lot of time if it's functional enough

No, I haven't tried it. Just passing it along.

Automatically testing a range of variables for an automated ACSIL strategy

Discussion in Sierra Chart

Automatically testing a range of variables for an automated ACSIL strategy