(apologies if this has been covered, but I could not find it and I\u0027m new here) Is it possible in S# to programmatically back-test a strategy and capture the results? In short: I trade Forex and I have a few strategies and a genetic algorithm. I\u0027d like to leverage S#\u0027s pre-existing backtest engine within my genetic algorithm as the way to evaluate the fitness of a particular configuration (chromosome) for a strategy. I looked at the API documentation, but I can\u0027t confirm if this is possible. I can provide more detail, but I\u0027m trying to keep it short and cut out unnecessary info. I\u0027m a full-time professional C# developer who is getting more in to trading, not the other way around. update: Turns out in documentation I was looking under the "Stocksharp API" tree, and not the "S# API" tree. It appears to be not only possible, but quite straightforward to automate back testing of strategies. I apologize for my erroneous post, please feel free to delete it.