The Backtester module in FinStudio provides comprehensive and versatile tools for backtesting automated trading strategies. It allows users to test multiple strategies simultaneously, across various instruments and timeframes, utilizing different build modes and data granularity.
Key Features
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Multi-Strategy Testing
FinStudio supports the simultaneous testing of multiple strategies, allowing users to evaluate the combined performance of different strategies within a single portfolio.
Multi-Instrument and Multi-Timeframe
Users can backtest across various instruments and timeframes, offering a detailed analysis of strategy performance in different market conditions.
Money Management
The module includes robust support for various money management and position sizing methods, enabling users to choose from default methods or develop their own custom solutions.
Exit Signals
Pre-built exit signals can be added to any automated strategy, optimizing performance without requiring additional programming.
Trading Limitations
Users can set trading restrictions and limit trading during specific periods, enhancing control over the backtesting scenarios.
Genetic Algorithm Optimization
Each strategy can be optimized using genetic algorithms to find the best settings for achieving optimal results.
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Settings
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Multi-Strategy
Users can easily add and configure multiple strategies. Each strategy can be set individually, providing flexibility in testing various approaches simultaneously.
Unit to Test
The backtester supports testing both strategies and technical indicators. Users can adjust parameters for strategies or configure buy/sell signals for indicators.
Input Data
Users can set all data-related settings, including instruments, periods, and build modes. Options for single or multiple instruments and timeframes are available, along with various data build modes to ensure accurate backtesting.
Money Management
Position sizing methods can be utilized in the backtester, with options to choose from default methods or create custom ones. Each strategy must have a money management method defined.
Exit Signals
Pre-built exit signals can be automatically used in any strategy. These signals include ATR Trailing Stop, Breakeven Exit Method, Chandelier Stop, and more.
Trading Limitations
Basic trading limitations can be set to control trading activity. This includes limiting the number of orders, positions, trades per day, and setting execution delays.
Visual
Visual settings determine how the strategy output is displayed on the chart. Users can customize plot styles, levels, and other visual parameters to suit their preferences.
Account & Brokerage
Users can simulate various account and brokerage conditions, including account type, currency, initial deposit, leverage, and more. Per instrument type settings for slippage, order size, and commissions can also be configured.
Optimization
The optimizer allows for automated strategy optimization using simple or genetic optimization methods. Users can set optimization parameters and start the optimization process to find the best strategy settings.
Alerts
Alerts can be configured for various events such as order placement or signal alerts. Users can choose to receive notifications, sounds, or emails for these events.
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Test
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Test Execution
Once settings are configured, users can start the strategy testing from the Test tab. This tab provides detailed information about the backtest progress and various performance metrics.
Output and Progress
The Test tab shows logs of the strategy backtest, including detailed information about the strategy progress, total progress, RAM & CPU usage, and balance.
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Results
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Summary
The Summary section offers an overview of the backtest results, including balance, drawdown, holding time, account P/L, and more.
Trades
The Trades section provides detailed information about each trade, execution, and position, including entry and exit times, prices, quantities, and profits.
Graph
The Graph section visualizes the backtest results on a chart, showing trade markers, profit and loss, account balance, and more. Users can interact with the chart to get detailed information about each trade.
Chart
The Chart section integrates the backtest results with the price chart, providing a visual representation of trade executions and their outcomes. Users can navigate to specific trades and view detailed trade information.
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The Backtester module in FinStudio is a powerful tool that enables traders to rigorously test and optimize their automated trading strategies. By providing a wide range of features and customization options, it helps traders make informed decisions and improve their trading performance.