I have revisited Turbo Cycles backtesting module last week. It is available in Terra. Better update it again because yesterday/today I've added a new option there. A correct version should be dated February,16A:
February 16A, because today there were two updates for Terra.
This module is located in "Back Testing" menu now:
It works simple, click this button there:
and in 10-30 minutes (depending on downloaded price history) you will get the list of back tested models.
BTW, pay attention, the program is analyzing 500-800 projection lines per second:
This is really fast, unbelievable fast. When this module has been developed several years ago, some institutional guy did not believe that it is possible. I used very fast optimization (for the same spectrogram we can calculate several projection lines) + multiprocessing.
OK, as a result you will get a list of best rated Turbo Cycles models. Here they are:
I recommend to choose several of them and run Turbo Cycle module based on the chosen model (one by one), click this button:
After that you can vary LBC randomly and check how this/these model/s work/s, click this button:
Soon I will send more explanation regarding this module.
BTW, the program performs full walk forward analysis here. This is not a simple optimization that provides curve fitting only, we are looking at the models that forecast.
BTW, Robert Pardo, the inventor of the idea of Walk Forward Analysis, is also a member of our Group. When I started to do financial markets programming back in 1995-1996, I used one of his book "Testing and optimization of trading systems" as a guidance.