Portfolio backtester - instructions for all symbols

NexusFi · 2013-03-23T02:38:35-04:00

Hi all, I'm trying to find a way to do the following but I am stuck - any ideas? I need to devise some code to backtest in my portfolio-level strategy (strategy is running on daily bars and many equity symbols at the same time): if somecondition = true then do not trade any of the symbols for the next 20 days Thanks for any ideas! FastBull32

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Updated March 23, 2013

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Portfolio backtester - instructions for all symbols

March 23rd, 2013, 02:38 AM	#1 (permalink)
FastBull32 Posts: 39 since Oct 2012	Hi all, I'm trying to find a way to do the following but I am stuck - any ideas? I need to devise some code to backtest in my portfolio-level strategy (strategy is running on daily bars and many equity symbols at the same time): if somecondition = true then do not trade any of the symbols for the next 20 days Thanks for any ideas! FastBull32

Last Updated on March 23, 2013

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