/biz/ - Business & Finance

Regarding my backtest simulator, I have almost the same parameters that TView has on it's reports. In their strategy tester, it breaks it into total, longs, and short groups. Mine is designed so I can take any arbitrary list of trades and run these stats on them. For example, I could run a whole backtest on 10 years of data, then split it into a list of trades per year and look at them separately, or group them by if margin was used, etc.
The only flaw it has is that it doesn't have a per-bar account value, which is fine for my purposes - I don't care how the price moves, I just want to see things like the drawdowns, win%, and trade count. It also needs to beat the buy and hold strategy before I go live.
But this was just testing it to make it work, I still to actually write the indicators and shit still