Is there a simple guide to walk me through converting a fairly-complex Exploration (using several functions, including some password-protected toolkit functions, and 7 filter tabs) into the System Tester for rough backtesting?

I don't use System Tests because I'm a discretionary countertrend trader rather than mechanical-system user, but I'm curious about performance of a newly-modified Exploration.  It "feels" like a high-quality filter based on reviewing the history of charts that pass the filters, but System Testing might provide more insight by simulating trade execution of all results over time.

Yes, I'm trying to save time and shortcut the process (cutting/pasting my Exploration code into the right boxes) rather than learning how to code System Tests from the ground up, because I don't expect to be using it much in the future.  Just hoping I can hammer out this one to see what happens.

I'm running MS16 EOD.

Thanks.

Edited by user Saturday, March 16, 2019 4:46:46 PM(UTC)  | Reason: Not specified

Essentially, what I'm trying to model is pretty simple, and the goal is only to tell me "if a symbol passes this Exploration, is it likely to be profitable within 3 days more often than not and if so, by how much?"

So, let's say I take the small handful of symbols that usually result from the Exploration, use a rule to buy at open the following day, then test 3 days after that (at close), is the trade profitable more than half the time?

It's very simplistic but roughly that's my goal for this Exploration; give me high-probability short-term trade candidates. With disciplined money management and decent risk/reward ratios, even 50/50 probability should be profitable over time.

I'll see if I can figure out how to flow my Exploration results into the System Tester.

Edited by user Tuesday, March 19, 2019 6:23:53 PM(UTC)  | Reason: Not specified