Optimisation & Backtesting

  • I feel that MAS currently lacks the ability to properly evaluate and optimise a trading strategy before money is committed.

    What I mean is that using  f.ex. a MACD indicator is fine - but which parameters will yield the best result, what is the worst loss and does it really work - i.e. are the results similar on data that the model was not "trained" on. And how robust is it?(Taking into account such things as slippage & commission of course). 

    What could be a sensible strategy for implementing some optimisation and testing procedures to work with MAS Indicators?

    • Kevin Cosgrove
      Kevin Cosgrove

      Excellent point!  I'd like to test some strategies
      myself.  But, my trouble is even more basic.  How
      can I test to see if I just have the market
      analyzers working at all, let alone optimally.
      I've been through all the doc's and I can't
      figure out how to test a market analyzer signal.
      I'd like to do this with historic data.  Ideally,
      I'd be able to see the signals plotted the graphs.
      Any suggestions?