I would love to request a new feature that would make backtesting so much powerful for me: the ability to input a list of instruments on specific days to backtest our strategy on.
I trade different instruments every day, and I have instrument lists for every day that I test my strategies on, but if I could test the strategies on all of these days at the same time, it would make my development incredibly faster, as I could see the overall result without changing day and instruments 30 times at every iteration.
So for example, we could feed the strategy analyzer a list, in the form of a json file, txt list, whatever the form of the input, and it would run the strategy on all of these instrument + date:
2022-08-10: MSFT, NVIDIA
2022-08-11: SPY, MRNA, AMD
2022-08-12: AAPL, TSLA
etc etc
Thanks for considering it! It would make the strategy analyzer so much more powerful for me.
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