Hi,

I didn't found if this is possible within the JForex client.

I'd like to launch every day a strategy in the backtester in "optimization" mode from an other strategy.
Is this possible ? What is the best way to do it ?

Please see below a screenshot of how it should look like, and the parameters it should have in input :

Thanks.
Nicolas

This is not possible with the JForex client itself:
You cannot modify a running strategy's parameters directly (using only the client's possibilities). You have to create a kind of event listener within the strategy that continuously and frequently checking/reading something (an xml file, for instance), and processing the file's content. With this you can modify the parameters on the fly.
So at least from the strategy parameters point of view, you should consider some extra coding within the strategy.

The JForex-SDK maybe a better choice, instead of the client:
You can run the Historical Tester as a java application, you can run your strategy as a java application, and you would be able to synchronize the 2 separate java programs, to update the current strategy parameter set.
More details on the SDK can be read here.

Thanks tcsabina.

I wrote at the bottom of the post that the running strategy (the one trading live) is reading his parameters from an XML file.
The XML file is generated after each daily backtest.

So the question is, can I launch every day a strategy in the backtester in "optimization" mode from an other strategy ?
If yes, what is the best way to do it ?

Thanks for your help.

Nicolas

Hi,

I think the easiest would be to use the JForex-SDK to fire up the Historical Tester every morning. You could define your set of parameters for optimization, and the running tester would update the xml file for the running strategy.
There are some steps discussed in this topic about how the modify the SDK to optimize a given strategy. You could use it as a start.

I think this is the only way to automate the launching of the Historical Tester. Support would probably correct me if I am wrong, but it is not possible to start the Tester from a strategy.


I hope this helps.

Thanks man, I'll try that once I'm in production mode.

At this time I have to first finish my 7 year XML backtest and it takes an eternity ! (about 20 days...)
I'll keep you updated...

best regards
Nicolas