SET STARTDATE=01-03-2017
SET ENDDATE=03-20-2023

GOTO BASECASE


:BASECASE
SET PATHSESSIONFILE=CMT_%STARTDATE%_%ENDDATE%_A.TXT
DEL %PATHSESSIONFILE%
MK RUNCMTREND /MODE:BACKTEST /STARTDATE:%STARTDATE% /ENDDATE:%ENDDATE% /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
GOTO DONE

:SCENARIO
SET PATHSESSIONFILE=CMT_%STARTDATE%_%ENDDATE%_B.TXT
DEL %PATHSESSIONFILE%
MK RUNCMTREND /ENTRYTYPE:OverExtended,MVP,PriceTrend,VolumeTrend,ATR /MODE:BACKTEST /USEMARKETINDICATORVOLATILITYDAYS:5 /STARTDATE:%STARTDATE% /ENDDATE:%ENDDATE% /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
GOTO DONE


:DONE