I consider it is interesting to backtest/optimize strategies with -little- random altered historical data series in order to check their robustness against changes.
The manual procedure would be to import hundreds of altered dataseries in historical data but this is not viable and lacks on randomness.
I am thinking about using optimize procedure in strategy analyzer, altering a little input OHLC historical values before each iteration starts, so the strategy could execute, make its calculations and the trades using on altered historical data.
Is it possible to program?
The only alternative I can guess for now is using this convoluted -but viable- combination of things together:
-Create custom DataSeries for Open, High, Low and Close, inside a custom indicator which alters historical data and store bar by bar, so I will have alternative OHLC series to make calculations.
-Create a custom Fill Type which get orders opened using altered series values and not over original historical data.
-Create a custom Optimizer which manage all the process between iterations, associating random alterations to each iteration.
Is it available a simpler and viable approach? I have studied carefully custom Bar Types but I don't understand them as a solution as the calculations and trades still will be referred to original historical data.
Regards
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