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Is there a way to test a strategy in TradeStation on a list of futures and stocks?
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,049 since Dec 2013
Thanks Given: 4,388
Thanks Received: 10,207
What ShadowFox said, or, you can use the Optimization API. I know of two people that have written programs that access that. Unfortunately neither is publicly available.
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,049 since Dec 2013
Thanks Given: 4,388
Thanks Received: 10,207
The optimization API allows you to send a batch of optimizations all in one go. So you could have a list of 50 instruments, and 5 different bar sizes, meaning you have a batch of 250 optimizations. Coding the optimization is probably the easier part (can't provide a link but have seen this discussed on the tradestation forums previously) but I think managing the output/results is the difficult part.
Hi MasterYan, you must have an issue either in your strategy or the setup of the portfolio in Portfolio Maestro. I have extensively developed a few portfolio strategies using it and haven't see the result you received.
