In the strategy editing page, in the pagination of “Backtest” (namely the backtest system), you can set options like backtest configurations and strategy parameters to backtest the strategy. Backtest settings refer to backtest time range, exchange platform, slippoint and service fee etc.; while strategy parameters are used to set parameter options for strategies. When these parameters are set, you can follow the set backtesting strategy, then how to save the set configuration information?
backtest
(saved in the strategy code via the “Save Backtest Settings” button), the backtest system automatically configures the backtest settings to the backtest configuration information when the “Save Strategy” button was last clicked for the current strategy.backtest
in the strategy editing area./*backtest
start: 2021-06-26 00:00:00
end: 2021-09-23 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/
'''backtest
start: 2021-06-26 00:00:00
end: 2021-09-23 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
'''
/*backtest
start: 2021-06-26 00:00:00
end: 2021-09-23 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/
Click “Save backtest settings”, there are slight format differences on JavaScript
/Python
/C++
/MyLanguage
/PINE
languages when saving backtest settings to the strategy code:
MyLanguage:
(*backtest
start: 2021-06-26 00:00:00
end: 2021-09-23 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*)
PINE Language:
/*backtest
start: 2021-06-26 00:00:00
end: 2021-09-23 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/
Backtesting System Parameter Optimization
Custom Data Source