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Is there a way to test a strategy in TradeStation on a list of futures and stocks?


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Is there a way to test a strategy in TradeStation on a list of futures and stocks?

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  #1 (permalink)
MasterYan
San Francisco, CA
 
 
Posts: 29 since Jul 2016
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Is there a way to test a strategy in TradeStation on a big list of futures and stocks?

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 ShadowFox 
CO/USA
 
Experience: Intermediate
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You can do this with portfolio maestro. It's included with ts.

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  #3 (permalink)
 SMCJB 
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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.

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  #4 (permalink)
MasterYan
San Francisco, CA
 
 
Posts: 29 since Jul 2016
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I tried Portfolio Maestro but it doesn't work properly.



Are there any other working solutions to test a list of futures?

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  #5 (permalink)
 SMCJB 
Legendary Market Wizard
Normally Houston TX but currently travelling a lot
 
Experience: Advanced
Platform: TT and Stellar
Broker: Primary Advantage Futures. Also ED&F and Tradestation
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
 
Posts: 4,747 since Dec 2013
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SMCJB View Post
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.

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.

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  #6 (permalink)
 ShadowFox 
CO/USA
 
Experience: Intermediate
Platform: TradeStation, Multicharts
Trading: Stocks, Futures
 
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Posts: 116 since Jun 2020
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MasterYan View Post
I tried Portfolio Maestro but it doesn't work properly.



Are there any other working solutions to test a list of futures?

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.

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