Hi all,
I am currently trying to code my trading system so that it can load and optimise several different symbols from a watchlist and then optimsie the system against the data from these symbols. I now have everything working, except for the back-testing functions.
I want to be able to point a backtesting function call such as StrategyDoCover(), and StrategyDoSell() at the OHLC data pulled in by sym(). The problem I have is that these functions will only refer to the loaded symbols current, or next bars OHLC data.
Does anyone know of a way around this?
let me know, and Thanks
I am currently trying to code my trading system so that it can load and optimise several different symbols from a watchlist and then optimsie the system against the data from these symbols. I now have everything working, except for the back-testing functions.
I want to be able to point a backtesting function call such as StrategyDoCover(), and StrategyDoSell() at the OHLC data pulled in by sym(). The problem I have is that these functions will only refer to the loaded symbols current, or next bars OHLC data.
Does anyone know of a way around this?
let me know, and Thanks
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