Portfolio back test with multi positions - MultiCharts | futures.io
futures io futures trading


Portfolio back test with multi positions
Started: by Loop Views / Replies:262 / 0
Last Reply: Attachments:0

Welcome to futures io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 
Thread Tools Search this Thread
 

Portfolio back test with multi positions

  #1 (permalink)
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

Reply With Quote

Reply



futures io > > > > Portfolio back test with multi positions

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

PTMC Protrader Platform First Look w/Sergey Sokolov

Elite only

Spring Grains Outlook w/Sean Lusk @ Walsh Trading

Elite only

FIO Video Journal Challenge featuring NinjaTrader ($2,000+ of prizes)

April

Process above all else w/Anthony Crudele @ Futures Radio Show

Elite only

Machine Learning - Quantitative Trading w/Martin Froehler @ Quantiacs

Elite only

Market Dynamics w/Peter Davies @ Jigsaw Trading

Elite only

Ask Me Anything w/Patrick Rooney @ Trading Technologies

Apr 18

Ask Me Anything w/FuturesTrader71

Apr 19

Machine Learning w/Kris Longmore

Elite only

Market Analysis w/Dave Forss

Apr 25

Introducing iSystems with Stage 5 Trading

Apr 27
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Limit nr of positions in portfolio! Gabriel123 MultiCharts 8 August 4th, 2016 03:49 AM
Multi Instrument / Portfolio Strategy Backtesting Problem wuileng NinjaTrader 2 July 4th, 2015 02:04 PM
How to back test in Ninja dandxg NinjaTrader Programming 3 August 26th, 2012 12:21 PM
Back to the Future! Back testing multi time frame strategy trades occuring in future mrticks The Elite Circle 10 April 2nd, 2011 09:54 AM
back test sam028 Terms (Glossary) 0 June 28th, 2010 06:20 PM


All times are GMT -4. The time now is 03:56 PM.

no new posts
Page generated 2017-03-25 in 0.06 seconds with 19 queries on phoenix via your IP 54.166.19.237