Multi-test: testing a strategy on multiple assets
The multi mode runs one strategy setup for the selected asset list. For each instrument, a separate result is calculated. So you can compare the behavior of a strategy in different pairs under the same starting conditions.
Multimod is part of the VIP tools available when you buy a PRO for a year. Details Free, PRO and VIP.
1. The first. Set up the general settings
Open the Baxter. — Backtester Select the exchange, the direction and the method of averaging, specify the period, deposit, first order, leverage, commission and exit conditions. Add the necessary indicators. The filling of the main form is described in the article Backtester: First Calculation. — Backtester: first count.
First, identify the exchange and the regime, then compile a list of assets and indicators: changing the exchange updates the list of instruments, and changing the exchange or regime clears the designer's cards.
Two. Select the assets in the Multi-mode tab
Find the VIP tools block in front of the designer and open the Multimode. In the Asset field, open the list and select the desired pairs. The search bar helps you find the tool by the name. The counter in the field shows the number of assets selected.
There are three ways to change the list:
Select all marks the entire list of instruments of the selected exchange. The search doesn't limit this team.
Cleaning removes all the marks. For a single calculation, leave the multi-mode blank and select a pair in the top field of the main form.
Adding one list opens up a field for the names of pairs. Divide them by spaces or by line transitions, such as BTCUSDT ETHUSDT SOLUSDT, then click Add. The names that match the available tools are added to the ones you have already selected; check the final counter and the list.
If there is at least one pair in the multipurpose mode, this list is sent to the calculation. The top of the asset field doesn't add another tool to it.
3rd. Check the tooling restrictions
Under the asset selection are filters and a grid check table. If necessary, enter the minimum 24 hour volume, the age of the Listing in days and the maximum tickSize allowed in percentages of the current price. The Leverage volume field checks the required volume on the available leverage limit; this is a separate check, and the leverage of the strategy itself is set in the main form.
The Bybit spot and Binance Spot switches check for the same pair on the respective spot. If both are on, the pair must be present on both exchanges. They don't switch futures to spot trading.
To check whether the net fits into the selected share of the account deposit, select Account for the deposit and fill in the field My funds, %. If necessary, specify the Hedge Reserve, %: it allocates the stock in the volume check, but does not itself include a historical simulation of the hedge robot.
Study the error summary and the table rows. Filters mark off the wrong assets, but they don't automatically remove the marks. Correct the general settings or click Delete with errors. After removal, check the number of pairs selected again. Only marks in the current calculation list are deleted.
This check uses the current information available about the tools. It does not mean that the volume of trades, restrictions and listing conditions were the same on each day of the selected historical period.
Four. Run the cartoon
Check that there are still a few good pairs left on the list, and the period and general parameters are correct. Click Count. Follow the service messages: a particular tool may be missed due to a lack of data or inappropriate parameters. The service shows the available time limits and the number of calculations.
The x200 speed-to-count (VIP) switch is an accelerated motor. The name doesn't promise the same acceleration for every strategy. Classic hedge is not compatible with this engine.
The procedure for checking the counter position is described in the article Classic hedge in Backtester. — Classic hedge in the Backtester
5th. Compare the results in pairs
When you're done, open the general launch page or find it in The archives. In the multi-mode table, compare individual pairs and open the appropriate line to examine the trades, actual period, commission, drop-off and position left open at the end.
The result filters help select the rows; the top of the column is recounted by them. The sum of the results of individual pairs is not a simulation of simultaneous trading of the entire list with a single common deposit. The procedure for working with the table, CSV and restarting in the Backtester and Archive results article. — Backtest and archive results
Before repeating, change one verifiable setting and save the start description. The results on the history help compare settings, but they don't guarantee the outcome of real trading.