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Backtesting on multiseries
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Backtesting on multiseries

  #1 (permalink)
Trading Apprentice
Montreal, Canada
 
Futures Experience: Beginner
Platform: Ninjatrader
Favorite Futures: Stocks
 
Posts: 5 since Apr 2013
Thanks: 1 given, 1 received

Backtesting on multiseries

Hi,

I would like to backtest my strategies on all stocks on the S&P 500, chronogically and by updating the account size. It is not possible with the strategy analyzer, do you know where I could find a piece of code that could help me to do this?

Thank you in advance for your help

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  #2 (permalink)
Elite Member
Toronto, Canada
 
Futures Experience: Advanced
Platform: Amibroker, Multicharts
Favorite Futures: Stocks
 
Posts: 3 since Mar 2013
Thanks: 0 given, 1 received

Backtesting

In terms of backtesting (and forward testing as well), Amibroker is certainly an option to consider.
Its speed and incredible flexibility and functionality make it an outstanding choice for those traders who are willing to put in the time to learn it properly.
However, its greatest strength - flexibility - is also its greatest weakness as well, because it does require much more of a learning curve than other trading platforms.

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