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New Feature - Backtesting Multi-Timeframe

Eric D. Brown
2017-08-05
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We've just added a new 'multi-timeframe' feature to our backtesting engine (see more info about the engine here). This new feature provides a look at various timeframes from 1-Week to 1-Year across the selected lookback period for the backtest.

When you run a backtest now, you will see the backtest results in a tab called Backtest Statistics which contains specifics statistics for the parameters that you chose for the backtest. Another tab, called Multi-Timeframe Results,  provides a look at the backtest across multiple timeframes from 1-Week to 1-Year. Note: the multi-timeframe summary will always include overlapping results regardless of whether you select to exclude them on your backtest.

A few screenshots showing the new backtest results page are below.

[caption id="attachment_1327" align="aligncenter" width="650"]backtest results Backtest Statistics

[/caption]

[caption id="attachment_1329" align="aligncenter" width="650"]Multi-Timeframe Results Multi-Timeframe Results[/caption]

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