Hello,

I am currently backtesting and optimizing some strategies in SC. I was wondering if anyone knows of a way to repeatedly run backtests that go through a range of values for variables in your strategy. So, instead of running a test, waiting for results, tweaking parameters, and re-running the test, I could just specify a range of parameters for a given variable in my code that will be tested on each backtest iteration. I've heard other programs have this functionality and was wondering if anyone had created something like this for SC or if there's something built in.

Thanks!

LF

There is no native backtesting optimization in Sierra Chart but it is offered by this 3rd party:
https://profsoftware.com/

The good old-fashioned way would be to use a loop structure and feed a unique variable into each iteration.

Here is the ACSIL documentation example that does it:

for (int Index = sc.UpdateStartIndex; Index < sc.ArraySize; ++Index)
{
// fill in the first subgraph with the last values
sc.Subgraph[0][Index] = sc.BaseData[SC_LAST][Index];
}

Rob

tomgilb 

There is no native backtesting optimization in Sierra Chart but it is offered by this 3rd party: https://profsoftware.com/

Have you tried this? It looks like there is a free trial.

A little pricey, but this could save a lot of time if it's functional enough

LittleFinger 

Have you tried this? It looks like there is a free trial. A little pricey, but this could save a lot of time if it's functional enough

No, I haven't tried it. Just passing it along.