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Portfolio backtester - instructions for all symbols
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Portfolio backtester - instructions for all symbols

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Elite Member
Nicosia, Cyprus
 
Futures Experience: Intermediate
Platform: Multicharts, Tradestation
Broker/Data: Interactive Brokers, MB Trading, Tradestation for data
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Posts: 39 since Oct 2012
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Portfolio backtester - instructions for all symbols

Hi all,

I'm trying to find a way to do the following but I am stuck - any ideas?

I need to devise some code to backtest in my portfolio-level strategy (strategy is running on daily bars and many equity symbols at the same time):

if somecondition = true then
do not trade any of the symbols for the next 20 days

Thanks for any ideas!

moses

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