I wonder if it is possible to write a script which will backtest an EA multiple times, but each time using a different set of moving averages in order to determine the most profitable combination?
An example would be to have 2 MAs, a short one and a long one.
The short one could be 3, 5, 8, 10, 14.
The long one could be 26, 30, 35, 40.
The script would change the value of the EA’s moving averages after each test and print out the results.
I do possess the programming skills to write such a script, but I wonder whether it is possible with current API and libraries.