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Portfolio back test with multi positions
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Portfolio back test with multi positions

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Elite Member
Sydney
 
Futures Experience: Intermediate
Platform: Multichart
Favorite Futures: Gold
 
Posts: 26 since Aug 2016
Thanks: 22 given, 4 received

Portfolio back test with multi positions

I would like to do a Portfolio backtest with (say) 10 assets. I would like to enter each asset whenever there is a signal. I would thus like to be able to have many open position at any given time.

The only restriction I would like is for only one position per asset at the time.

When I do Portfolio backtesting it only allows for one asset per time. So one trade have to close before entering the next.

How do I change to be able to have positions in many assets at the same time?

Kind regards

Loop

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