Backtesting Code

[gm1111 10]

I am new to this forum but has been studying EL for some time and can only write very simple code.

 

One of my interest will be to write a strategy of the input based on the optimal backtesting result on 1 or 2 parameter of, say, the previous 20 days performance of my strategy.

 

Can anyone advise me what is the right direction of doing so? should i write it in separate function or using data 2 or storing values in array? i really have no idea what i need to do to achieve it.

 

thx

GM

[Tams 20]

I am new to this forum but has been studying EL for some time and can only write very simple code.

 

One of my interest will be to write a strategy of the input based on the optimal backtesting result on 1 or 2 parameter of, say, the previous 20 days performance of my strategy.

 

Can anyone advise me what is the right direction of doing so? should i write it in separate function or using data 2 or storing values in array? i really have no idea what i need to do to achieve it.

 

thx

GM

 

the best way is to code it in all the possible ways you can imagine,

then test them out.