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Backtesting and Optimization Improvements in cTrader
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Please let us know which of the following backtesting and optimization improvements you would like to see in the upcoming versions of cTrader Automate?
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Renko/Range/Heikin Ashi backtesting
Swaps calculation
Margin and Stop Out consideration
Leverage in backtesting settings
Unlock timeframes when backtesting and optimizating Bots.
Multi Instance backtesting
Load/Save optimization parameters
Export backtesting results
LoadMoreHistory() to work on backtesting
Color Picker input type
Timeframe Parameters optimization
Walk forward optimization
Stability testing
Equity in optimization criteria
Keep Drawings on Chart after backtesting finishes
Set number of threads used by Optimization
Tick data source from file
Deposit and withdrawal in backtesting
Other:
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