Backtesting Parameters Tab
Fine-tune your backtesting settings via the Backtesting Parameters tab
Last updated
Fine-tune your backtesting settings via the Backtesting Parameters tab
Last updated
This section allows you to customize key parameters that affect the depth, accuracy, and efficiency of your TradingView strategy backtests.
Enable Deep Backtesting to test strategies over an extended historical data range. This feature is exclusive to TradingView Premium users.
Define the date range for your backtesting. This ensures that your strategy is tested only within a specific timeframe.
Start Date – The beginning of the backtest period (e.g., 2021-10-02).
End Date – The last day of the backtest period (e.g., 2021-10-02).
Ensure that the date range covers enough historical data for meaningful analysis.
This feature splits the data into separate sets for in-sample and out-of-sample testing to verify whether the strategy performs well on unseen data, preventing overfitting. Use this to validate your strategy's robustness.
50/50 – 50% of data for training, 50% for validation
70/30 – 70% for training, 30% for validation
80/20 – 80% for training, 20% for validation
Set a delay to reduce TradingView API load and avoid triggering suspicious activity alerts.
Default delay: 0.25 sec
This setting determines how long The Optimiser waits for TradingView to return backtest results before timing out.
Default: 30 sec
If using Deep Backtesting, this value is automatically doubled
Reduce this time to speed up backtesting for simple strategies. Increase it if you frequently encounter data extraction errors.
Click Get Parameters to get a CSV file listing all your current strategy's parameters.
The rows represent the different parameters to be optimized.
The columns define settings for each parameter.
This CSV can be and re-uploaded to set your preferred parameters for optimization and other optimization settings for each parameter.
a CSV file containing predefined strategy parameters.