Potential update to loop through different variables for strategy?

[ksink7]

First off this project has been very helpful in me finally getting into backtesting different strategies. I am pretty new to writing my own code and am having issues figuring out how to backtest through a list of different variables and also compile the results into some kind of heatmap. For example if the strategy is based on some kind of moving average, I want to be able to have a list of different lead-lag combinations, and have the script cycle through all different combination, generating results for each and also showing a heatmap with the final return. If anyone has an idea of how to go about doing that, it would be much appreciated!