What is Automated Backtest
Details.
Last updated
Details.
Last updated
The Automated backtest feature was created to automatically backtest the signals you are using and increase the success rate of the signal you receive when the results you want occur.
In the mainstream market, this technology is called Walk-Forward Matrix, but we have designed a slightly simpler variation of it, which increases the success rate by putting the incoming signals through a filtering mechanism.
So how does automated backtest work. In this section we will try to explain to you.
The example below shows the signal we developed for high time frame. It signals on candles with a continuous 0.3% rise. But as you can see, there are a lot of signals. So how can we filter out so many signals and how can we trade in the right place... this is where our automated backtest tool will help us.
Good Case
Basically, the autobacktest tool is designed to test all incoming signals in the time interval you set and only send you a signal when PNL occurs in the criteria you set.
In the example below we have configured the settings as shown in PICTURE 1.
DATA : FUTURES
DIRECTION / TYPE : LONG
TAKE PROFIT : 0.3%
STOP LOSS : 1%
PNL : % 0.1
BACKTEST DAYs : Each 30min
BACKTEST REPEAT TIME : 3min
With these settings, a backtest is conducted every 30 minutes with 3-minute intervals for long positions in futures on the relevant signal. When the net profit/loss (PNL) obtained based on the specified take profit and stop loss values exceeds a predetermined threshold in the backtest results, this condition is reported as a signal.
As seen in the image below, a backtest is conducted on the signal indicated by the first green arrow, and if the result is successful, you receive a buy order signal from the two signals shown to you."
lets continue.
As seen in the image below, time has passed, and the second signal has appeared. However, the system calculates it as a new signal, and if there is a profit, it sends us the signal again. This process continues in a loop according to the frame interval determined by you
But let's imagine that the situation is reversed. If the signal came in and made a loss, then what will happen in this case. Here is the best part. If the signal is lost in the backtest, it will not be forwarded to you.
The video below shows an example of how the automated backtest calculates and tracks the backtest according to what.
You can set this according to the time frame you want and change it as you wish.
