Trading Strategy Back Testing (SDMBT)

The SDMBT module provides all the functions for you,
to back test your trading strategies.

With the proprietary CheckPoint system you can optimize interactively with unprecedented precision and speed!

Start the Backtest module and Start the setup (File/Setup) and specify the details:

1	Define your trading strategy in a (sdl) logic module. Insert at he potential point of entries: CheckPoint("Long")  or CheckPoint("Short")
2.	Run Chanrt (SDMCha) with the stream and logic module with check points which will create a CSV file in the /SDM/CheckPoint folder showing the details for each potential entry point with the time slice matrix (Max Gain/Los each n Sec)
3.	Switch Charting to CheckPoint view: InitData=@CheckPoint|GoldMean_Kelt/ES_Kelt2.csv|GoldMean_Kelt_Proc  and create the CheckPoint speecification file (sdh): [CheckPoints] AvgFrom=90Sec AxisX=DistSeC Layout=CheckPoint_TimeSlice MinSamples=0 AnalyzeBest=5% ;FilterName=FilterL [FilterL] Filter01=Dir=Long
4.	Modify the filter criteria in the SDH file: [FilterL] Filter01=Dir,Long Filter02=TimeOfDay,9.85,15.00 Filter03=$AnglePrc,-0.15,0.05 ;Filter03=$AnglePrc,-0.10,-0.025 Filter04=$NormKelt,-75,-35 ;Filter05=$DistMinPiv,-0.55,0.12 Filter06=$PivMinDelta,1.2,1.55
5.	View results over time: or for a specific parameter: Optimized Time Slice View:
6.	Analyze best results. Specify the top percentage you would like to analyze: [CheckPoints] AnalyzeBest=5% When you run SDMCha it will generate for each time slice a long/short csv file with the distribution for each factor of all the best results (Check here for sample). You can see the full range for each factor (Example: $AnglePrcF between -30.286 and 8.502) The biggest concentration is between 60% of the full range (19.6% of all samples) and 65% (24.2% of al samples) On the right you can see the the actual values ($AnglePrcF60% starts at  -7.013 and 65% starts at -5.064)