Finance::GeniusTrader::BackTest - Backtest trading systems in different conditions
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".
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.
To install Finance::GeniusTrader, copy and paste the appropriate command in to your terminal.
cpanm
cpanm Finance::GeniusTrader
CPAN shell
perl -MCPAN -e shell install Finance::GeniusTrader
For more information on module installation, please visit the detailed CPAN module installation guide.