NAME

Finance::GeniusTrader::BackTest - Backtest trading systems in different conditions

OPTIONS

Analysis::ReferenceTimeFrame

You can set this configuration item to day, week, month or year. There will be a standardized performance result based on that timeframe. By default the value is "year".

DESCRIPTION

backtest_single($pf_man, $sys_man, $broker, $calc, $first, $last)

Backtest the a system using the given portfolio manager (ie set of money management rules) on the data contained by $calc during the period $first to $last (indices used by the calculator).

Finance::GeniusTrader::BackTest::combinate_system_and_manager(\@systems, \@managers)

Returns a hash that can be used by backtest_combinations

Finance::GeniusTrader::BackTest::create_managers_with_filters(\@filters)

Create all possible managers with all the possible combinations of filters.