Portfolio Backtester & Multiple Strategie

[aaa 10]

Portfolio Backtester & Multiple strategie

 

We can test 1 strategie with 1 or multiple symbols

 

In format/settings we can add multiple signals

 

ex

 

MACD LE

MACD LX

 

The Bactestest will compute 1 MACD strategie

 

What about testing Multiple strategies to 1 or multiple symbols ?

 

(Metastock can do that)

 

*********************

[aaa 10]

Nobody knows if it is possible to test 1 strategie to different symbols ?

 

I think taht it is not possible

[Dojistar 10]

This might be what you need.. :missy:

 

TraderStation® Utilities and Services from Professional Software Solutions

[trade-samarai 10]

aaa:

 

Checkout the "Best Backtesting software" thread here on TL.

http://www.traderslaboratory.com/forums/f106/best-strategy-backtesting-software-5830.html

[aaa 10]

This might be what you need..

 

TraderStation® Utilities and Services from Professional Software Solutions

 

ThanX Dojistar

 

I'm afraid that it does'nt work with MC

 

To bad ...

[aaa 10]

aaa:

 

Checkout the "Best Backtesting software" thread here on TL.

http://www.traderslaboratory.com/for...ware-5830.html

 

Thanx trade-samarai

 

I've added this thread to my bookmarks

 

http://www.traderslaboratory.com/forums/f106/best-strategy-backtesting-software-5830.html

[aaa 10]

Here is the solution in MC 5

 

 

Backtesting and Optimization

• Backtesting can now be based on bids and asks.

The new backtesting has two modes: classical and extended. In the classical

mode, backtesting will be based on the underlying data series (trades, bids, OR

asks). In the extended mode, backtesting will be based on bids AND asks.

 

• Improved Genetic Optimization parameters.

Backtesting-Chart Synchronization has been added. It is now possible to click on

a point on one of the available Equity Curve lines or on a trade in the List of

Trades and have the chart scrolled to the respective trade and have the entry

arrow highlighted.

 

Brand New Portfolio Backtesting Module

• Ability to apply different strategies to different symbols within a portfolio.

Symbols are visually organized into groups depending on the applied strategy.

Each group includes tradable symbols, information symbols, and signals - all

combined under a unique strategy name. Elements of groups can be easily copied,

pasted, deleted, and moved.

It is possible to assign priority to symbols and strategies. The visual order of

strategy groups and of symbols within those groups reflects the order in which

they will be processed in calculations. This feature allows for easier capital

allocation management: the available capital will first be used on strategies

and symbols appearing at the top of the list and, therefore, having higher

priority.

 

• Ability to mix different resolutions. It is now possible to insert symbols in

different resolutions into a portfolio.

 

• New GUI. The new interface is very easy to use. All vital portfolio settings

and properties are easily accessible from the

main portfolio window. Groups of symbols with applied signals can be easily

re-organized by dragging and dropping. • Portfolio Money Management Settings

In Portfolio Settings, new fields have been added to bring portfolio behavior

still closer to real-life trading.

 

In the 'Required Capital Assumptions in Margin Trading'

a) the margin can be specified, either as an absolute value taken from

QuoteManager or as a percentage of the contract cost.

b) potential loss can be specified, either as an absolute value or as percentage

of your available capital

 

• Period Analysis for Portfolio Backtesting. Detailed period breakdown has been

incorporated into the Portfolio Backtesting Report.

 

• Correlation analysis has been added into. It is now possible to view the

performance correlation between different symbols within a portfolio - based on

daily, monthly, and on annual equity.