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Can tradestation backtest ETF rotation strategy?


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Can tradestation backtest ETF rotation strategy?

  #1 (permalink)
hgchcw
Hong Kong + Hong Kong
 
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Can tradestation backtests ETF rotation strategy? In the strategy, for each month, a number of ETFs are compared with their ROCs within the previous 60 days. It will buy the best two ETFs.

If tradestation can, how to backtest?

Thanks,
Raymond

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  #2 (permalink)
 ABCTG   is a Vendor
 
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Raymond,

you can do Portfolio Backtesting within Tradestation using Portfolio Maestro, but you would likely have to write the code for the specific strategy.

Regards,

ABCTG

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Last Updated on July 9, 2019


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