22 lines
1.1 KiB
Batchfile
22 lines
1.1 KiB
Batchfile
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SET STARTDATE=01-03-2017
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SET ENDDATE=03-20-2023
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GOTO BASECASE
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:BASECASE
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SET PATHSESSIONFILE=CMT_%STARTDATE%_%ENDDATE%_A.TXT
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DEL %PATHSESSIONFILE%
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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;}"
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GOTO DONE
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:SCENARIO
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SET PATHSESSIONFILE=CMT_%STARTDATE%_%ENDDATE%_B.TXT
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DEL %PATHSESSIONFILE%
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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;}"
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GOTO DONE
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:DONE
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