I have a strategy that trades in several instruments, for example MES and MNQ.
This strategy, has some parameters common to both instruments, for example the target.
When i have parameters, I can use them to identify a good option.
However, my strategy has different variables between MES and MNQ and I cannot put that as a parameter.
So, because of that, I can't optimize these different "parameters" between the instruments.
Q1: In that case, is there any way to optimize these variables ?
Q2: Is there any way to control the backtesting cycle via code ? I mean, when the backtest ends, can i change the value for that variable and run another backtest just by code ?
This solution would help me a lot.
Thanks!
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