Running Batch Backtests Across Multiple Instruments in VeighNa

Summary

This short VeighNa community exchange asks whether the platform can run the same strategy separately across multiple instruments and report each instrument’s profit and loss. A respondent suggests implementing the batch process in a Jupyter notebook with a simple loop. The practical idea is to repeat a single-instrument backtest for each symbol, then collect the resulting performance figures for comparison.

The thread does not provide code, platform-specific instructions, or details on how to aggregate results. It also does not discuss whether the tests share capital, account for execution costs, or handle instrument-specific settings, so the suggested loop is only a starting point. No backtest results or evidence are shown; users would need to define consistent inputs and reporting conventions to make cross-instrument comparisons meaningful.

Key ideas

• A batch workflow can run the same strategy separately for multiple instruments.
• The thread suggests using a loop in a Jupyter notebook to automate repeated tests.
• Results can be gathered by instrument for comparison, but aggregation details are not provided.
• The exchange contains no code, performance evidence, or guidance on consistent test assumptions.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.