BACKTEST SCENARIO Scenario File Every solution has Scenario file with MyScenario class derived from Scenario class defined in the API.Engine The Run button calls MyScenario.Run() method . This method can can be extended by users By default MyScenario.Run() calls Scenario.Start() that starts the solution
Configure Solution Programmatically Solution.StartDate = new DateTime(1995, 1, 1); Solution.StopDate = new DateTime(2001, 1, 1); Project project = Solution.Projects; project.AddInstrument(instrument);
Read sets of parameters from a file Loop Set parameters Start() Write results Walk Forward Backtests Loop Set in-sample data interval Optimize Set out-of-sample data interval Start();
Monte Carlo Backtests Read original market data series Create and set MC instrument Loop Clear historical data Prepare MC data from original data series Write MC data to historical db Start() Store results
Build MC distribution Continuous Backtests Set interval (Date1, Date2)
Start(); ResetOnStart = false; Set parameters Set interval (Date2, Date3) Start(); => continuous results (Date1, Date3); From Backtest to Live trading
Set interval (Date1, Date2) Start(); ResetOnStart = false; Start(Mode.Live); Custom Optimization Loop parameters Set parameters Start(); Objective = Solution.Portfolio.GetValue();
Set best parameters Start(); Custom Backtest Reports Start(); Write Solution.Portfolio.GetValue();
High Pressure Vessels. No lone working is permitted . Be sure that the CO. 2. cylinder is securely fastened.. Periodical leak test in the CO. 2. regulator, lines and reactor.. Use personal protective equipment PPE (specs, gloves, coat).
The impact of earthquakes in LEDCs is often more devastating and long lasting than the impact of similar earthquakes in MEDCs. This is because in LEDCs, there are limited communications, limited money and limited medical facilities. Also governments do not...
Definition of Physical Education PHYSICAL EDUCATION is an integral part of the total education process and has as its aims the development of: physically mentally socially & emotionally fit citizens PHYSICAL EDUCATION is an integral part of the total education...
Fixed jam density = 150 veh/km/lane. Fixed capacity = 1800 veh/hr/lane. Free flow speed = speed limit from Nokia maps. Flow. Density [ Input for CTM Forward Simulation of Arterial Loop+Racetrack No-Incident Model ]
C-value is calculated by measuring the haploid genome of a species, so those of polyploid organisms, such as plants, are quite difficult to determine. Prokaryotes and viruses do not have introns or "junk DNA", so only eukaryotes are considered in...
First-Person. In this mode, the narrator is usually the protagonist or central character in the story. But even if this character is not the protagonist, he or she is directly involved in the events of the story and is telling...
osculum choanocyte amoebocyte pinacocyte pore spicule pinacocytes choanocytes amoebocytes Cnidarians are the oldest existing animals that have specialized tissues. Cnidarians have two body forms. polyps In the polyp form of a coral, the tentacles and mouth face upward.
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