XSO 0.65% 3,192.3 s&p/asx small ordinaries

The Brains Trust, page-14896

  1. 2,371 Posts.
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    Happy new year everyone!

    What are people's backtesting preferences?

    Looking for a tool that can simulate rules based trading but also substitute various values for parameters to optimise the outcome - for speed.

    For example.

    Say, ASX200 stocks, buy when EMA 3/8 cross positive AND price > 20d MA

    Would like something that would run that simulation but also optimise the parameter values so it also tests 3/9, 3/10, 3/7, 3/6 EMA and similar perhaps price >18,19,21,21 MA

    In practice would want to also exclude for volume and other parameters and use different indicators but the above example gives the example of what I'm looking for. Don't want to have to run a backtest 10 times shifting values by 1 each time, would like it to do that automatically and tell me what results in the best outcome or even output the various outcomes so I can see how varied they are.

    Thanks in advance!
 
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