Auto backtest for multiple Assets and variable values

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Auto backtest for multiple Assets and variable values #470339 01/09/18 09:10 01/09/18 09:10
Joined: Dec 2016 Posts: 43 F Fiber OP Newbie
Fiber OP Newbie F Joined: Dec 2016 Posts: 43	Is there any way or ideas how to automate Zorro backtesting? For example I would like to run backtests on multiple Assets with selected few different values for 2 variables and to get performance report for each backtest. On one Zorro instance or on Multiple Zorro S. Maybe by using multiple command lines ? Last edited by Fiber; 01/09/18 09:12.

Re: Auto backtest for multiple Assets and variable values [Re: Fiber] #470340 01/09/18 11:07 01/09/18 11:07
Joined: Feb 2017 Posts: 369 D Dalla Senior Member
Dalla Senior Member D Joined: Feb 2017 Posts: 369	I would say this is exactly what Zorros command line support is for http://zorro-project.com/manual/en/command.htm For example you could do something like this to run a test on two different assets changing two parameters between runs Code: "c:program filesZorroZorro.exe" -run myscript -a USD/CAD -i 1 -i 2 "c:program filesZorroZorro.exe" -run myscript -a USD/CAD -i 3 -i 4 "c:program filesZorroZorro.exe" -run myscript -a EUR/USD -i 1 -i 2 "c:program filesZorroZorro.exe" -run myscript -a EUR/USD -i 3 -i 4

Re: Auto backtest for multiple Assets and variable values [Re: Dalla] #470342 01/09/18 12:47 01/09/18 12:47
Joined: Dec 2016 Posts: 43 F Fiber OP Newbie
Fiber OP Newbie F Joined: Dec 2016 Posts: 43	Thanks Dalla for your answer. I also added LogNumber = Command[2] and my numbers to command line to identify Log files and avoid overwriting. Code: "c:program filesZorroZorro.exe" -run myscript -a USD/CAD -i 1 -i 2 -i 1 "c:program filesZorroZorro.exe" -run myscript -a USD/CAD -i 3 -i 4 -i 2 "c:program filesZorroZorro.exe" -run myscript -a EUR/USD -i 1 -i 2 -i 1 "c:program filesZorroZorro.exe" -run myscript -a EUR/USD -i 3 -i 4 -i 2

Re: Auto backtest for multiple Assets and variable values [Re: Fiber] #470346 01/09/18 15:58 01/09/18 15:58
Joined: Jul 2000 Posts: 28,022 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,022 Frankfurt	An alternative method would be using NumTotalCycles.

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