Is it possible to compare two algorithms ?

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Is it possible to compare two algorithms ?

posted

Currently when I have an algorithm, I backtest it. Then write somewhere (notepad) how much the algorithm earned, max drawdown and other things.
Then change it, run it again , And compare the results.

Is it possible to backtest more then one algorithm simultaneously ? Meaning to see a graph in the end of the backtest where both appear and compared to SPY.

For example I want to choose the best period for my moving average, should it be 14 days or 28 or 9 or 20, I want to simulate all this in parallel and see which one gives me the best results.

Thanks.

1 response

What I would do would be 3 versions of the algos saved separately. Then have 3 tabs open and compare that way. This is what I do

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.