Hi there,

I am a C# programmer and I want to develop a framework to test a strategy that uses an indicator with a range of different values, and have it rank which values are optimal.

So as a simple example, lets say I have an MA, and I am buying when price crosses above MA and selling when price crosses below.  I have a stop and a profit target.

I want to be able to test this out with the MA on 10 and 15, and 20 etc... so 10 to 200 in increments of 5.

Then I want to be able to do this over a range of symbols, and determine the most optimal MA value, over time, for each symbol.

I want to collect data on number of signals in each direction, number of wins vs losses in each direction, with each MA setting for each symbol.

I have watched all the bootcamp videos and looked over the documentation, and I am sure I can put together the basic strategy no problems, but I am not sure how to go about collecting the ranking data on different indicator settings over different symbols to find the best combination for each symbol, and also automating runing the test over different indicator settings eg; 10 to 200 in increments of 5.


Can anyone give me some direction on how to achieve this on Quant Cloud please?

I am happy to do the work, I just need to know what to learn so I can code up the solution.

Thanks for your time,