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Backtesting strategy on multiple securities?
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Backtesting strategy on multiple securities?

Unread   #1 (permalink)
New York, NY
 
 
Posts: 2 since Jun 2019
Thanks: 0 given, 0 received

Backtesting strategy on multiple securities?

I've been getting acquainted with ToS over the last few months. I've discovered strategies, and I love that I can get P&L information (number of trades, total gain/loss, largest gain/loss) for the stock that I currently have up on my chart. However, I'm wondering if there's a way to backtest my strategy on a preset list of securities- Perhaps all S&P 100 stock. That way, I can easily see if the strategy is valid across the selected securities. Preferably, I could export the P&L data to Excel so that I could compare similar strategies.

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Unread   #2 (permalink)
Seattle, WA/USA
 
Trading Experience: Intermediate
Platform: TOS, TS
Favorite Futures: Forex, crude
 
Posts: 39 since Sep 2016
Thanks: 6 given, 14 received

There is not a way to do this on TOS that I'm aware of. Amibroker would be a good choice to do something like this.

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Unread   #3 (permalink)
Lenox, Ma
 
Trading Experience: Beginner
Platform: TOS
Favorite Futures: US Equities
 
Posts: 178 since Dec 2018
Thanks: 217 given, 445 received


I use TOS. Love the platform but it definitely has limitations. I would recommend considering tradestation if you intend to write and test strategies. I found easylanguage (tradestation coding language) very easy to learn having learned thinkscript first. Tradestation has a function called portfolio maestro which allows you to test any combination of strategies on any list of symbols.


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Unread   #4 (permalink)
New York, NY
 
 
Posts: 2 since Jun 2019
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Thank you guys!

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