Auto backtest for multiple Assets and variable values

Posted By: Fiber

Auto backtest for multiple Assets and variable values - 01/09/18 09:10

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 ?

Posted By: Dalla

Re: Auto backtest for multiple Assets and variable values - 01/09/18 11:07

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

Posted By: Fiber

Re: Auto backtest for multiple Assets and variable values - 01/09/18 12:47

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

Posted By: jcl

Re: Auto backtest for multiple Assets and variable values - 01/09/18 15:58

An alternative method would be using NumTotalCycles.