Hi, due to the way I use JBT, I have a significant number of individual data files (on a per-week basis). I do not want to lump it together, as I am more interested in per-week results of strategies (as opposed to have only the very big picture). In particular for this context (but not only for this), the following extension of JBT may prove useful: Besides the normal backtesting I introduced a "multiple backtesting" as a menu option. The normal backtesting dialog opens, but with a slight modification: In this mode a mbt-file which contains a set of files is parsed and backtesting for each referenced file is run. The resulting data is written to console and in stored in a file in the report-folder.
This file contains a semicolon-separated list of relevant data of each run. In this way the resulting file (or parts thereof can for example easy be processed by other tools (e.g., Excel or special software). To me, this is large work-saver. In implementing, I tried to maximize reuse with the existing backtesting functionality. Thus, the code is small, but perhaps a bit more entangled with the rest than if I would have done a complete copy paste of existing backtesting code. Eugene: here is the question, are you interested / willing to integrate this functionality with the next version (or so). What would be needed to do so? (If this is not yet the case). I would be interested in it getting integrated with the regular releases.. I ported my implementation to the most recent version from 15.09. I post the modified implementation, as well as a patch file in the file section. Also an icon to be placed in the resources folder. Cheers Klaus -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
