Automatic backtester

As the title suggests, I’ve been considering a system to automate the backtesting process, which could significantly fine-tune the bot’s settings. This feature could be a major advantage over competitors.

Here are some potential features of the system:

  1. Parameter Selection and Increments: Users can select parameters to be tested and define their increments—for example, testing the RSI value starting at 70 and increasing by 5, which would automatically run tests at 70, 75, 80, 85, etc.
  2. Result Criteria: Users can choose specific outcomes to evaluate, such as net profit, Sortino ratio, and maximum drawdown, or a combination of these. For example, criteria could be set to identify scenarios where the net profit is greater than 50% and the maximum drawdown is less than 15%.

The backtester would conduct multiple tests by autonomously adjusting the settings and display the best results, emphasizing those that meet the predefined criteria in point 2.

To prevent endless calculations, a cap could be implemented on the maximum number of parameter adjustments.

With this system, we could essentially “set it and forget it,” allowing the backtester to autonomously find the optimal settings for our bots while we sleep. :laughing:

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And if those tests would run on a server and the results would be stored in combination with a hash over the configuration, other users with the same test run hadn’t to execute it again but could directly get the results.

Massive vote from my part to this idea :grin: I doesn’t seem easy to create but for those who are backtesting and really looking into the tiny parameters, it would be incredible to have this!