Best way to automate testing a strategy across different instruments

October 1st, 2020, 01:51 PM

I have a strategy that I'd like to test across different markets in TradeStation. Is there an easy way I can apply and test this strategy across dozens of symbols at the same time and inspect results?

October 5th, 2020, 02:05 AM

adbertram

I have a strategy that I'd like to test across different markets in TradeStation. Is there an easy way I can apply and test this strategy across dozens of symbols at the same time and inspect results?

Would love to hear as well... I ended designing my own backtesting engine at the end of the day
as the testing process took to long.

The other idea is maybe just too limit everything (eg) only have 4 instruments you focus on.

October 5th, 2020, 04:34 PM

Have you tried portfolio maestro?

kevinkdog · October 5th, 2020, 10:04 PM

adbertram

I have a strategy that I'd like to test across different markets in TradeStation. Is there an easy way I can apply and test this strategy across dozens of symbols at the same time and inspect results?

Use the Tradestation Optimization API. In the past 2 weeks, I've literally run millions of strategy runs, on 40 markets and 5 bar sizes.

Best way to automate testing a strategy across different instruments

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Best way to automate testing a strategy across different instruments