[aaa]

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]

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

I think taht it is not possible

[Dojistar]

This might be what you need..

TraderStation(R) Utilities and Services from Professional Software Solutions

[trade-samarai]

aaa:

Checkout the "Best Backtesting software" thread here on TL.
http://www.traderslaboratory.com/for...ware-5830.html

[aaa]

This might be what you need..

TraderStation(R) Utilities and Services from Professional Software Solutions

ThanX Dojistar

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

To bad ...

[aaa]

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/for...ware-5830.html

[aaa]

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.