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Statistical libraries for backtest environment
lil
 Post subject: Statistical libraries for backtest environment Post rating: 0   New post Posted: Thu 05 Sep, 2013, 18:04 

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Location: FranceFrance
In the remote backtest environment, If I need to compute some simple statistics ( median , sd, ..) should I code it myself in the strategy, or is it possible to import apache commons-math?
 
tcsabina
 Post subject: Re: Statistical libraries for backtest environment Post rating: 1   New post Posted: Fri 06 Sep, 2013, 14:22 
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Joined: Mon 08 Oct, 2012, 10:35
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Location: NetherlandsNetherlands
Hi,
I am pretty sure that the remote environment itself has no limitation regarding what classes do you import and use in your strategy. Why would they do that?
However as far as I saw from other users (doesn't use the remote platform myself) there is only 1 file (your strategy) what you can upload and access on the remote platform, so that is not a working scenario to upload multiple files (strategy+libraries that the strategy is using). But this is something else...

On the other hand, give it a try and test it ;).
 
API Support
The Best Answer  Post subject: Re: Statistical libraries for backtest environment Post rating: 0   New post Posted: Fri 06 Sep, 2013, 15:14 
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Joined: Fri 31 Aug, 2007, 09:17
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There is no restriction for library usage for remote strategies. For more on library usage see:
https://www.dukascopy.com/wiki/#Include_libraries
 
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