Strategy Management

The Playground lets you save strategies so you can revisit them later, share parameter configurations, and iterate on your approach without starting from scratch each time.

Saving a strategy

When you have a strategy configuration you want to keep — whether it is a template with tuned parameters or a fully custom script — you can save it to your account.

1. Configure your strategy

   Select a template (or write custom code), set your parameters, and optionally run a backtest to verify it works.

2. Click “Save Strategy”

   Click the Save button in the sidebar (or use the save icon). A dialog will appear asking for a name.

3. Enter a descriptive name

   Choose a name that helps you identify this strategy later. Good naming conventions:

   • Include the strategy type: SMA Crossover - Fast 5/20
   • Include the instrument if specific: NQ RSI Scalper - Aggressive
   • Include the version if you are iterating: Channel Breakout v3 - Wide Lookback

4. Confirm the save

   Click Save. The strategy is now stored in your account and will appear in the saved strategies list.

What gets saved

When you save a strategy, TestMax stores:

• Strategy name — The name you provide
• Template ID — Which template the strategy is based on (or custom for custom code)
• Parameter values — All parameter settings (FAST_PERIOD, SLOW_PERIOD, etc.)
• Custom code — If you modified the script in the editor, the full code is preserved
• Last run metadata — Results from the most recent backtest run (if any)

Note

The instrument, date range, and timeframe are not saved as part of the strategy. These are session-level settings that you choose each time you run a backtest. This allows you to test the same strategy across different instruments and time periods.

Loading a saved strategy

Your saved strategies appear in a list in the sidebar. To load one:

1. Open the strategy list

   Look for the saved strategies section in the sidebar. Your strategies are listed by name.

2. Click the strategy name

   The template, parameters, and any custom code are restored. The editor updates to show the strategy’s code.

3. Configure the session

   Select an instrument, date range, and timeframe for this run. These settings are independent of the saved strategy.

4. Run the backtest

   Click “Run Backtest” to execute the strategy with the loaded configuration.

Updating a saved strategy

After modifying parameters or code, you can update an existing saved strategy:

• If a saved strategy is currently loaded, clicking Save will give you the option to update the existing strategy or save as new.
• Updating overwrites the previous parameter values and code with your current configuration.
• The strategy name remains the same unless you change it.

Tip

If you are experimenting with multiple variations of a strategy, save each variation as a separate strategy with a descriptive name (e.g., RSI Scalper - Conservative, RSI Scalper - Aggressive). This makes it easy to compare approaches later.

Organizing your strategies

As you build up a library of strategies, here are some tips for staying organized:

Naming conventions

Use a consistent naming pattern so you can find strategies quickly:

Pattern	Example	When to Use
[Type] - [Variant]	SMA Crossover - Fast 5/20	Template-based with custom parameters
[Type] - [Instrument]	RSI Scalper - NQ Afternoon	Strategy tuned for a specific market
[Type] v[N]	Channel Breakout v3	Iterating on the same idea
[Custom] - [Description]	Custom - SMA + RSI Combo	Custom strategies

When to save vs. create new

• Update an existing strategy when you are refining the same approach (fixing a bug, minor parameter tweak).
• Save as new when you are trying a fundamentally different approach or parameter set that you want to compare against the original.
• Delete strategies that did not work out to keep your list manageable.

Strategy workflow

Here is a recommended workflow for developing and managing strategies:

1. Start with a template. Pick the template closest to your idea and run it with default parameters.
2. Tune parameters. Run several backtests with different parameter values. Note which combinations work best.
3. Save the best version. Once you find a good configuration, save it with a descriptive name.
4. Test on different dates. Load the saved strategy and run it on various date ranges to check robustness.
5. Iterate. If the strategy needs changes, load it, modify, test, and save the update (or save as a new variant).
6. Compare results. Use the Run History feature to compare performance across different strategies and parameter sets.

Working with custom code

When you save a strategy that uses the Custom template (or where you have modified the template code):

• The full script content is saved, not just the parameters. This means your code is preserved exactly as you wrote it.
• When you reload the strategy, the editor shows your code and you can continue editing from where you left off.
• If you started from a template and then modified the code, the modified version is what gets saved — not the original template code.

Caution

If you select a different template after loading a custom strategy, the editor will switch to the new template’s code and your custom code will be replaced. Make sure your custom code is saved before switching templates.

Strategies and runs

Each saved strategy can have multiple backtest runs associated with it. When you run a backtest with a loaded strategy, the results are linked to that strategy in your run history. This allows you to:

• See how a strategy performed across different dates and instruments
• Track how parameter changes affected results over time
• Compare different strategies head-to-head on the same date range

See Run History & Comparison for details on reviewing past results.