Backtest options strategies using custom entry and exit criteria, market conditions, and technical indicators. Scored / match. What Is Backtesting? Backtesting is a method that uses historical data to test an investing or trading strategy to determine whether it would have produced returns over a specific period of time. 83 / match. FX Replay, Forex Backtesting, Forex Simulator, Backtesting Connect with traders worldwide in our Discord community. The backtest has several possible parameters (frequency (primarily used), duration, latency), and it is unclear how many test repetitions (up to four) are needed or even useful (two test repetitions are most common). AverageTurnover — The average per-time. ) class dipStrategy (bt. Step 5: Running the Backtest:Returns an object of class backtest . MultiCharts. In the economic and financial field, backtesting seeks to estimate the performance of a strategy or model if it had been employed during a past period. {"payload":{"allShortcutsEnabled":false,"fileTree":{"":{"items":[{"name":"doc","path":"doc","contentType":"directory"},{"name":"horse_racing","path":"horse_racing. There are many options out there, but the best option for you will depend on 3 primary factors. startRow = warmupRange (end); backtester = runBacktest (backtester,pricesTT, 'Start' ,startRow); Plot the new asset area plot. ; Click ‘allow’ if you see a question in the browser. For a period of 180 days, backtest credit consumed will be 1. In order to start using Strategy Tester in MetaTrader 5, open MT5, then go to: File > Open Data Folder. 50:1 leverge that your broker allows, set margin to 0. Once you have the position selected, navigate to the “Analysis” tab. Vậy chi tiết về backtest như thế. Here’s how…. test import SMA, GOOG class SmaCross (Strategy): def init (self): price = self. You take the data from the past and use it to predict what would have happened if you had used a certain trading strategy. A lot of the advanced features and strategies they offer require a subscription but one of the most useful FREE features is the ability to backtest an ETF portfolio of up to 5 components. P-hacking. Create new signal (Strategies are called signals in MultiCharts). If a backtest shows promising results, traders may have the confidence to. 25 per contract. The mass index trading strategy is a popular volatility indicator that measures the range between high and low stock prices (volatility) over a specified period of time. Carelessness and undisciplined back-testing behavior. A realização do login, é feito com a conta da Betfair. Backtesting is a testing method that measures how well a strategy can perform using historical data through a simulation. The results of the test will help you lead with one strategy over another to get the best outcome. and sell after 2 days. The higher your betting strategy scores over this mark, the more confident you can be that your system will. 1. Ao clicar em cima da coluna P/L o software mudará a visualização de $ para % rapidamente. Backtest Credit Consumption. Select the Backtest type of "Backtest " 2. Technical Indicators. If hedging is True, allow trades in both directions simultaneously. The first strategy trades on the 15-minute timeframe. 🔥 BOT FUTUROS ETH - Canal Telegram Rastreador de Criptomoedas Só Trade Top - Estratégias Só Trade Top - ht. The deep learning model, its output, the subsequent trading signals, and the strategies are fictional. Hashes for bybit-backtest-0. Select the market that you want to backtest your data in. i for one, would have no confidence using a strategy that i knew so little about. It is the most convenient choice for beginner and intermediate investors. Multicharts 64-bit makes possible to handle huge amount of Tick-by-Tick data for precise backtesting. MetaTrader will run the expert advisor on the. Backtest được đánh giá là khả năng tồn tại và tiềm năng của một chiến lược giao dịch. TradingView. In simple words, backtesting involves testing your trading strategy on past data. [quote=navieko;13240720]So I'm back-testing an EA that I wrote, within the MT4 'Strategy Tester'. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return. The strategy that appeared to work best was conducted in a variety of developed country stock markets outside the United States from 2001 to 2002. A backtest done in minutes is worth a lot less than incubation, in our opinion. • 250 observations is 250 years! • If move to monthly, still need to wait more than 20 years! What can we do? Lopez & Saidenberg (2000, J. Para ter acesso a essa Base de Dados entrar em contato com ou futpythontrader@gmail. Many traders do the mistake of jumping into the complete data directly and starts back testing their logic with the given data sets. This is the poorest form in the league and could possibly lead to relegation. Some people think that there is no correlation between them, and that backtesting. Note: A strategy has separate Properties, separate from signals' settings. This is from 9 wins, 1 draws, and 2 losses. The backtest might be liable to favorable conditions. In the original system, it works with lows and highs that form the support and resistance levels and searches for short-term. Neste vídeo apresento como fazer um backtest utilizando Python e como criar um bot para estratégia de Lay 0 x 1 no software LayBack Bot. Hướng dẫn backtest trong Metatrader (MT4) Để BackTest trước hết bạn cần phải có một EA. The results of the test will help you lead with one strategy over another to get the best outcome. g. Click chọn vào vùng khoanh đỏ. What is the backtest history limit for different timeframes for scans? The backtest bars are always based on the smallest time frame you choose in the scan. Establishing a trading calendar based on lunar cycles would involve identifying the key lunar cycles and moon phases that are believed to have an impact on market activity, and then using that information. Backtesting is the process of testing a trading strategy on relevant historical data to ensure its viability before the trader risks any actual capital. Volatility — The nonannualized standard deviation of per-time-step strategy returns. Performance of Meb Faber’s Global Asset Allocation portfolio – backtest. Step 3: Change chart type to the all-new Chart IQ version 8. “We hope to be able to show the results internally by the end of the year,” adding that it will. Phần mềm backtest forex là chương trình cho phép trader kiểm thử chiến lược giao dịch dựa trên các dữ liệu quá khứ. 72. k-fold Cross Validation Does Not Work For Time Series Data and Techniques That You Can Use Instead. The minimum price fluctuation on the Globex platform is as follows: Outright fluctuation — $0. “Our feedback on their backtest is so far very positive,” says Orlandi. View risk disclosures. The investment firm can decide whether the backtest is reason enough to employ the strategy. You can manually test for no cost, however. Como primeiro passo, você deve alimentar o algoritmo de backtest com dados históricos cuidadosamente obtidos. Não baixe de qualquer outro link, que pode possuir vírus e. . Backtesting is a way of analysing the potential performance of a trading strategy by applying it to sets of real-world, historical data. These hypothetical. The second strategy trades on the 4-hour timeframe. 4K views 1 year ago. layback. But NakedMarkets makes it much easier. El backtesting es una herramienta para analizar la efectividad de una estrategia de inversión. The software shines on the UI and capabilities equally. The MT4 backtest tick data requires high-quality historical data to deliver reliable results, making it essential for traders to ensure the accuracy and completeness of their data imports. TrendSpider is the best backtesting software with extensive capabilities of the integrated strategy tester. If backtesting produces positive results, it boosts the confidence of the trader. Embora o backtest seja uma ferramenta amplamente utilizada por investidores e eficiente para simular o sucesso ou não de determinados investimentos, é preciso também ter em mente que não se trata de um teste com resultados 100% corretos. We will run a detailed section on each one of the above. Similarly if the test yields are negative, the trader either rejects or improve. me. We first backtest the risk on risk off strategy on Bitcoin: The 10 trades make an average gain of 258% which equals 123% annual gains (CAGR), substantially better than Buy&Hold’s 75%. 12 Aug 2023. Passo 1. ขั้นตอนการทดสอบระบบเทรดหรือ Backtest นั้นง่ายมากๆ สิ่งที่ท่านต้องทำก็เพียงแค่: เปิดโปแกรม MetaTrader. Trade Ideas has two subscription tiers of $118/month and $228/month. Windows) can manage performance. Lower back pain can be mild, but it can also be severe enough to interfere with your sleep when dealing with nighttime back pain. relaxed in manner and character; not usually worried about other people's behaviour or things…. 3T 2022 - Ferramenta de BackTest ⌚ 3T 2022 - Adicionar filtros na consulta de BOT e nos Tradings encerrados ⌚ 3T 2022 - Adicionar opção de operar no intervalo ⌚ The Backtesting Bot uses our own proprietary algorithms to automatically detect the most important patterns on the price charts of top cryptocurrencies. In the backtest tab, you can click on the red plus button at the bottom of the page to set up the strategy. Every investor should backtest their investment strategy because it allows them to analyze the historical behaviour of their investment strategy and determine how effective it is. . The second backtest strategy uses a EngineDataList property for PortfolioValue to enforce a whole shares constraint. Moderator 13523. Most commonly, they use it for retrodiction. Go to the file->new or press Ctrl+n key shortcut. . The fast and powerful methods that we rely on in machine learning, such as using train-test splits and k-fold cross validation, do not work in the. Having used this method for a few years now, I usually see a 98+% accuracy in back tests results compared to live results. Many Algo trader has given up trading EA’s just because of the tester, hours and hours of wasted runs only to find the draw down figure is 100% out and two runs. e. Nossos Planos BOT DESKTOP. Pros of Falcon. #Criteria 1: If underlyings in list >= 5. It is highly beneficial to invest some effort in comprehending the functionality of these crucial indicators and their potential application in both market analysis and trading tactics. Backtest là một trong những phương pháp chung để xác định chiến lược trading, mô hình thực hiện. Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. They have the access to expensive resources — such as software and expert analysts. The accumulation of this profit/loss over the duration of. If you are a trader or are planning to make an investment, backtesting can assist you in selecting. About 9 out of 10 backtests produce wrong or misleading results. If you want a conservative Ret/DD to use for your backtest, the 95% confidence level is a good choice. PyAlgoTrade is a fully documented backtesting framework with paper- and live-trading capabilities. At first glance, the second strategy seems far more promising. Plot the necessary trading tools and indicators on your chart. Backtesting and related techniques enable investment practitioners to simulate the performance of investment strategies (especially quantitative strategies) using historical data or data derived from the distributions of historical data, to generate test results, and to analyze risk and return, without investing any real capital in the strategies. 3. Paste the code to the signal with ctrl+v shortcut to. Look for trades that meet your defined trading ruleset. Ces doubles-pas permettent de réagir au. relaxed in manner and character; not usually worried about other people's behaviour or things…. However, it has some limitations like every simulator. 1. This graph shows the step about setting up the rebalancing frequency which is on weekly basis. Therefore, in a manner, backtesting can be considered an extension of cross-validation. +1. sistema esta em fase beta, porem sera. Backtesting means the process of testing a trading strategy on historical data to assess its accuracy. Treatment. lib. You can’t rebalance but if you need. According to the docs. Cách Import Commission vào Tick Data khi Backtest. Backtesting is a key component of effective trading system development. If you remember the IV backtest we ran, you see that the results here are not ‘clear cut’ as they were in the IV case. Banking & Finance)Football Stats, Tables and Results. Trade Ideas. Thank you for reading CFI’s guide to Backtesting. Forward Test Use other optimization algorithms Why the history quality. 26 likes, 2 comments - laybacktrade on November 2, 2023: "Hoje trouxemos um levantamento de dados que só foi possível graças ao Backtest do Layback. The moving average is no doubt one of the most widely used technical indicators. The idea is simple: at every moment in your data set, train your model on known/past data at that moment, and test it on unknown/future data at that moment. Anyone can use backtesting to fine-tune a market strategy. To utilize the “Analysis” tab, you’ll first have to enter a symbol in the top bar. 0014, trade_on_close=True) Share. It beat a simple buy-and-hold approach in these. Plus, instantly create a bot from any backtest. Let’s take a look to find out what it is. 25 November 2022. Let’s backtest one of our premium strategies available for paying subscribers: a volatility strategy. For shorts only. In simple terms, backtesting is carried out by exposing your particular strategy algorithm to a stream of historical financial data, which leads to a set of trading signals. . Langkah pertama adalah menentukan strategi trading yang ingin Anda tes. If trade_on_close is True, market orders will be filled with respect to the current bar's closing price instead of the next bar's open. Start a Backtest. Seed. Description. Any questions or suggestions can be sent to this. ma1. Once you have a wide breadth of historical market data, you can follow these steps to backtest a trading strategy: Begin looking for entry points: search through your market data and locate the moments your strategy would be triggered. But it can also be used in range-bound markets. To open the Strategy Tester, go to the “View” menu and select “Strategy Tester. Testing over a longer time frame might minimize this. You need a publicly available source of data, such as 'date/time', 'open', 'high', 'low', 'close' or 'prices'. 1 Better understand the risks. Examine the backtest results. 1. A strategy is a set of Signals applied to a chart. Note: Short trades ignore borrowing costs, loan types and assume that the seller makes up any benefits that the lender would have received by owning the ETF. The reason is because MT4 was written as a single-threaded app, whereas MT5 was written as a multi-threaded app. A maximum of 10 free backtests can be run. . isoformat (), txt)) backtrader log function Chuyên Code thuê Robot giao dịch tự động, bán tự động giá chỉ từ 100$ datas [0] is the. To run a Backtest of a strategy: 1. This will be a quick tutorial to walk you through it, as well as discuss some of the pro. Usamos cookies em nosso site para fornecer uma experiência mais relevante, salvando suas preferências e visitas repetidas. Their average points per game is 2. In Optimization and Walk Forward testing AmiBroker allows us to choose the optimization target that determines optimum values of optimized parameters. R emember to start it in the shortest period to operate. Esta porcentagem pode ser calculada em cima da entrada atual, ou em cima de um valor fixo (Valor fixo é configurado em Configurações > Escada > Profit/Loss). Diagnosis. Total Return Difference TRD. The training set is used to train the model, while the test set is used to evaluate how well the model performs on unseen data. If trade_on_close is True, market orders will be filled with respect to the current bar's closing price instead of the next bar's open. 5. Aqui é o Moreno, trazendo o fechamento do mês de abril no projeto Layback Bot 2023! Fechando com um green interessante neste mês! Fala, galera! Aqui é o Moreno, trazendo o fechamento do mês. Right-click on the chart and select Format Strategies or double-click on one of the entry or exit arrows to open the settings menu. Motor: 350W hub Battery: 360 Wh, 36V Range: 30 miles Speed: Class 2, 20 mph Weight: 61. It is accomplished by reconstructing, with historical data, trades that. A maximum of 10 free backtests can be run. . A major benefit of LayBack is the possibility of opening several windows, from the most varied markets and games and being able to configure them the way. It is an open-source framework that allows for strategy testing on historical data. Play function -Plays bars continuously at the speed set in ‘replay speed’. Then drag your MT5 Expert Advisor into the folder. A thread is a "pipeline" of execution. They have the access to expensive resources — such as software and expert analysts. zip (Layback X BETA) Linux . Bạn có thể tìm hiểu cách code chúng, hoặc mua từ một số nhà cung cấp đáng tin cậy. Backtesting is simply the comparison of your actual income statement to your projected income statement. Backtesting is a simulation of the past. Videos. If hedging is True, allow trades in both directions simultaneously. Khi hoàn thành Import Commissions. 01 BTC. NESSE VÍDEO EU MOSTRO COMO FUNCIONA A NOVA FERRAMENTA DE BACKTEST DA LAYBACK ONDE PODE SIMULAR METODOS DE APOSTAS ESPORTIVAS. State-of-the-art technical analysis and charting platform most suitable for professional traders and technical analysts. By the way, in TWS you can use Portfolio Builder. It allows you to configure, in a simple and intuitive way, strategies for Football, with many filters and possibilities. an integer; the standard deviation of random numbers used to generate daily price changes; any positive integer could be entered; we recommend 1 or 2. 66%. 67 / match. FX Replay is the best. It is highly beneficial to invest some effort in comprehending the functionality of these crucial indicators and their potential application in both market analysis and trading tactics. Below is a S&P 500 Periodic Reinvestment Calculator. Meaning and Definition of Backtesting. Bạn cần backtest trong khoảng thời gian ít nhất là 2 năm. Expectancy and profit factor are significantly higher, although the backtest only has 290 trades. Each signal is a mechanical technical analysis tool, used to systematically specify market entry or exit points according to a set of trading rules implemented in the signal's algorithm. Um grande diferencial do Layback é a opção de visualizar o Lucro/Perda em Porcentagem. It beat a simple buy-and-hold approach in these. You should split it into 2 steps. using the ‘Forward’ function that steps forward a single bar each time you click the forward icon. A Backtest is defined by a timeframe, a universe of cryptocurrency pairs to trade, an initial portfolio value, a fee rate, a strategy, and start and end dates. Best overall, especially for algorithm-based trade ideas. Type signal name and confirm with ok. The simulation of a systematic trading strategy - so-called backtesting - offers many advantages. "You will have to backtest the strategy and also incorporate risk management methods. FinViz. Calculate an exponential moving average of both indices. using the ‘Play’ function and setting the ‘Replay speed’. there's no showing how the strategies fared each year of the backtest, not even anything on maximum drawdown. create dipStrategy class and pass strategy (a built in object inside backtrader. You can even back test strategy using stop loss based on underlying index. Join instantly. Momo: 0987098810Techcombank: 14023891472016Tel/ Zalo: +84 582387205 Chuyên Dạy lậ. Backtesting is the process of testing strategies against historical data. 2. Let’s look at an important step you’ll need to follow to set this up (refer to the image below): Step 1: Log in to Kite. optimize( roll=range(10, 60, 5), maximize="Equity Final [$]", constraint=lambda p: p. Neste vídeo, eu mostro as páginas que utilizo para analisar as mi. To run the backtest using e. -11%. com. . Backtesting relies on the idea that strategies which produced good results on past data will likely perform. All data is in euro and one can only analyse funds that are available in Europe. Um grande diferencial do Layback é a opção de visualizar o Lucro/Perda em Porcentagem. Hurley Layback. The strategy that I used here is Long/short equity strategy with fundamental factors combination. Bar playback: There are 2 methods for controlling how bars replay: Either by 1. 2 It depends on the data you choose. gz; Algorithm Hash digest; SHA256: 62defdb8641d620d9d375bd631f47cfdf25dff546316ed7abd575d28c227fb2e: Copy : MD5Com o Layback é possível fazer uma Freebet facilmente, com apenas 1 click. The strategy has worked well, and the equity below is for S&P 500 (SPY):This is a quick video tutorial on how to use the MetaTrader 4 Strategy tester as a manual training tool for learning Price Action. Backtest often and you'll start to see the benefits. Tải File Sample Commission tại đây. You need three things to analyze your trading strategy and hopefully create a million-dollar strategy: The first thing you’ll need is the price data itself or a charting package. How Backtesting Works. This video explains how to backtest your trading strategy step by step so that you get the best possible results from your backtest. Obviously, more data is better. Nesta aba, ficam as configurações Gerais do funcionamento do sistema. This is from 9 wins, 1 draws, and 2 losses. The big drop at the end is just the tester closing all trades left at the end of the backtest. Select the instrument and Data Series you would like to backtest. Fechamento do mês de janeiro de 2023 do projeto de Trade Esportivo autônomo na temporada europeia 2022/2022. Nesse vídeo mostro em detalhes como programar o método OVER 0. Once connected to the Playback connection (see the "How to connect to Market Replay data" section above for how to connect), the Playback control window will appear. 6 Conclusion. Backtests work because you know the after the fact. The strategy is only invested 73% of the time, and we might argue the risk-adjusted return is 168% ( how to calculate risk-adjusted returns ). 50:1 leverge that your broker allows, set margin to 0. A demo account is the best tool for out of sample. Here, name_period is the first technical indicator with a name and period (optional), which is the historical candles that we use to calculate the indicator. It involves a prediction about the past or how the model would have behaved or performed in the past. Backtesting Meaning. FX Replay was build by traders just like you, that needed to improve their strategy. 5 FT: backtesting gratuito! faça suas estratégias para automatizar seus lucros! LAYBACK BOT. Select the Backtest type of "Backtest " 2. This strategy has the advantage of being much faster than time series cross-validation since the model is only trained once. Fractal adaptive moving average strategy backtest. The Backtest period can be modified to re-run backtests i. You can get the data from the data vendor or from your broker. Play function -Plays bars continuously at the speed set in ‘replay speed’. In this usage, a noun or pronoun is used between "lay" and "back. Each backtest will be run with exactly 10 randomly selected assets. 5 %. FX Replay is the best backtesting software with the best charting platform in the market TradingView. The backtest report is very extensive and powerful optimizing featuresStart a Backtest. 1. " Please lay the dress back the way it was on the bed. S&P 500 Periodic Reinvestment Calculator (With Dividends) Investing. Kite app Kite web If an unsupported indicator is used, the backtest will be performed based on the price action strategy. That's ideal…in theory. Entry criteria includes market conditions for more detailed performance results. However, it doesn’t take into consideration real-time execution difficulties like slippage or market dynamics. ขั้นตอนในการทำ backtest เพื่อทดสอบกลยุทธ์เทรดบน MT4 มีดังนี้: เลือกตลาดที่ท่านต้องการเทรด. All the data you've acquired up to the point of the backtest would be your training set, while the data you would expect to see in the next time period, before you have a chance to readjust. Close self. 0. 0. To enter any technical analysis strategy, you can simply type in the following text. The best performing team in the Premier League is Arsenal FC. info/layback-bot/#teste. Passo 1. The trailing stop-loss distance is measured by multiplying the ATR by the factor. A strategy may have done incredibly well in these. ” Step 2: Select the Trading InstrumentBacktesting PRO: Make a review of the market based on the available history of your broker. Below, I’ve included a list of scan timeframes with the corresponding maximum backtest period –. Backtest is good to know if your strategy survive and if you are good MM. Check out the video below to see me describing the strategy. It is a powerful tool that enables traders to automate their trading decisions, backtest their ideas, and execute trades directly from the charts. 4. The fractal adaptive moving average is one of those unique moving averages, but it offers great prospects. A good backtesting program would ideally handle all of this easily. Let’s see if that causes problems. an integer; ranges from 1000 to 2000. a. What are the best technical indicators for trading? Below, you will find an up-to-date compilation of the finest trading indicators available. Sep 22, 2003. MT4 data quality refers to the accuracy and completeness of historical data in the MT4 history center. Layback X - Login. backtester = backtestEngine (strategies) creates a backtestEngine object. This is very good because 26 goals scored puts them in the top 3 scoring teams in the Premier League. Backtesting involves garbage in, garbage out. Free! [Read Blog] ETFreplay's backtesting tools can be used to test relative strength rotation investment strategies, moving averages, ratios, channels and ETF portfolio allocations. Condition is simply a > or sign that signifies the condition. vigorish). Backtesting provides insights into a strategy’s effectiveness in multiple market conditions and the opportunity to compare historical results relative to a benchmark. Statistics over decades is much more comprehensive than any 1, 3 or 5 year periods. So, the dollar value is obtained by multiplying it by the dollar exchange rate. The strategy that appeared to work best was conducted in a variety of developed country stock markets outside the United States from 2001 to 2002. Manchester City FC scored 32 goals and conceded 12 goals in the process. And it can be a great way to learn. Screen 3. The accessor functions counts, totalCounts , marginals, means, naCounts, and turnover extract different parts of the value returned by backtest . Pine script is a programming language created by TradingView to backtest trading strategies and create custom indicators. e users can change the start and end date of the backtest period but the period range is limited based on the candle interval. Dans cette vidéo, vous allez apprendre trois variations du double-pas, le power layup, le lay-back et le tir en appui. X, starting with the LTP t-0, which is the price at which we entered the bet, metrics of the. This e-bike has a moderate range and a punchy motor which help overcome the heavy weight of almost 62 lb. Do check out this lecture PDF to learn more: 3 Big Mistakes of Backtesting – 1) Overfitting 2) Look-Ahead Bias 3) P-Hacking. . COMO ANALISAR JOGOS DE FUTEBOL PELA CORNERPROBET CORNERPROBET: encurtador. Backtesting is used extensively in quantitative finance, but is surprisingly uncommon in machine learning. The EA can either be in . You can analyze a position you are looking to put on or backtest a specific strategy on a s. k. Place the stop loss below the last swing or below the 200 EMA, if there is no obvious swing. Backtesting for simple Expert Advisors isn't too bad, though it still can be slow depending on how far you want to backtest, and if your wanting to backtest with everytick. NewsCrypto is a comprehensive educational, social and informative platform offering both beginners and expert traders everything they need in order to learn about crypto and further improve their trading skills. Imagine you brought. The backtest has several possible parameters (frequency (primarily used), duration, latency), and it is unclear how many test repetitions (up to four) are needed or even useful (two test repetitions are most common). At Interactive Brokers, you just check a box and you have a demo account ready in minutes. Login. 1 Answer. Once the parameters are set, we click ‘run strategy backtest,’ and we will see the backtest data nearly instantly. The accumulation of this profit/loss over the duration of. It supports data from Yahoo! Finance, Google Finance, NinjaTrader, and any type of CSV-based time series such as Quandl. FinViz is primarily a stock scanner to filter stocks using a combination of descriptive, technical, and fundamental criteria. Explain the significant difficulties in backtesting a VaR model. This requires simulating past conditions with sufficient detail, making one limitation of backtesting the need for detailed historical data. Set up the relevant parameters of trading strategy which can be initial capital, size of the portfolio, benchmark, profit level, stop loss.