BTAnalytics: Store, deeply analyze your Backtests and improve your Strategies
Author: Domintia-Carlos
Creation Date: 6/8/2019 6:15 PM
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Domintia-Carlos

#1
Dear WL Lovers:

Those who where using the WL platform in the good old Wealth-Lab 3/4 days should remember that there was a tool called ReportsLab that allowed to store the results of the backtests to be accessed later…

Well, we want to introduce you to our BTAnalytics software, a tool similar to the old ReportsLab but MUCH more powerful.

Among other things, with BTAnalytics, you can:
-Store your Backtests and the strategies, setups, and parameters that generated them.
-Deeply analyze your backtesting results using a lot of visualizers.
-Change the Position Sizing parameters directly in BTAnalytics and make new simulations.
-Filter/Modify the trades of a backtest arbitrarily (e.g., remove trades for a symbol, add slippage, remove outliers…)
-Study the impact of slippage on your strategies.
-Combine the strategies of several backtests into a hierarchical strategy tree and simulate it with independent allocation/position sizing for each sub-strategy.
-Make lightning fast Monte-Carlo simulations based on your backtests.
-Analyze how the addition of indicator-based filters impact to your strategies
-Support for multi-time frame, multi-instrument type, multi-currency, and composite strategies.

Take a look at this overview video showing how powerful BTAnalytics is.

You can learn more on the BTAnalytics web site.

Remember also to check our BTUtils for Wealth-Lab toolset that dramatically speeds up the backtests and optimizations in Wealth-Lab.


Carlos Pérez
https://www.domintia.com

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Eugene

#2
Awesome!

QUOTE:
-Combine the strategies of several backtests into a hierarchical strategy tree and simulate it with independent allocation/position sizing for each sub-strategy.

I recall how the author of Reports Lab (Alexey Sedov) and yours truly had been discussing exactly this idea (multi-strategy backtest) for Reports Lab 3 which never happened as far as Wealth-Lab .NET (v5) came out and the team got very busy beyond rewriting RL2.

Truth be told, one can already enjoy multi-system backtesting on multiple portfolios with multiple position sizing (and optionally on multiple time frames) via Combination Strategy but of course this works "here and now". Sounds like BTAnalytics takes it a step further by applying it to saved backtests with support for multiple currencies.

Keep up the good work!
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