How to evaluate one strategy trading multiple symbols
Short of using the $60/month Portfolio Maestro addon, is there any way to evaluate a single strategy across a portfolio of symbols? For example, what would my results be trading a moving average crossover system on all S&P 500 stocks for the past four years?
I'm considering moving off of TS for this very reason. Anyone haver recommendations for a replacement strategy dev platform? Basically I want to have a momentum chaser rotate among 10-15 symbols but only hold one position at a time (e.g. the strongest momentum name). Thx.
Yeah, I've been looking through their wiki docs and it all still looks like you're operating on 'data1'. It does some tricks to pairs trade a couple symbols, but not multiple from what I can tell. I don't understand why these object models that have been built are so limiting. I just want Data1....Data[N] and then I 'Sell Data3', 'Buy Data7', etc. I can't believe none of the platforms have simplified this after all these years. Maybe there just wasn't a lot of demand for it? I dunno...