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Portfolio backtester - instructions for all symbols
Started:March 23rd, 2013 (02:38 AM) by moses Views / Replies:342 / 0
Last Reply:March 23rd, 2013 (02:38 AM) Attachments:0

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Portfolio backtester - instructions for all symbols

Old March 23rd, 2013, 02:38 AM   #1 (permalink)
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Nicosia, Cyprus
Futures Experience: Intermediate
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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!


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