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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?
Thanks for your help.
Can you help answer these questions from other members on NexusFi?
if you have no restrictions to the capital or to the positions you could simply sum up all individual results. Otherwise I don't think there is a way around using a portfolio tool.
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.
I would suggest taking a look at Multicharts as it it will feel pretty familiar coming from Tradestation, plus it offers portfolio trading which you could use to test and trade your momentum chaser.
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...
