Backtesting strategy on multiple securities?

June 20th, 2019, 07:43 PM

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.

June 21st, 2019, 06:13 PM

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.

June 22nd, 2019, 07:35 PM

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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June 24th, 2019, 04:39 PM

Thank you guys!

Backtesting strategy on multiple securities?

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Backtesting strategy on multiple securities?