backtest many shares

Viewing 4 posts - 1 through 4 (of 4 total)

Author

Posts
08/28/2016 at 9:15 PM #12348 quote

michi2410
Participant

New

Hello guys,

my first strategy is completed an now I would like to back test with many shares.
Is it possible to run a backtest to more than one shares at the same time?
I would like to back test my strategy with all the dax30 shares and need one overview with the results from this 30 sahres (max. drawdown, max runup…)

Thank you for your help

Michael

08/28/2016 at 10:17 PM #12351 quote

Wing
Participant

Veteran

Not possible in PRT as far as I know.

What you can do is to backtest each stock, write down the values you need, and then use the average value of all stocks’ optimal values. This will also prevent curve-fitting to some extent. When done, see how your finished system does in a backtest of each stock.

Nicolas thanked this post

08/29/2016 at 9:28 AM #12372 quote

Nicolas
Keymaster

Master

You can also export easily the results of backtests to an Excel worksheet and then combine them all to have a whole view.

exporting-result-from-PRT.png

08/29/2016 at 10:12 PM #12424 quote

michi2410
Participant

New

Thanks, the idea with the excel sheet is great!
Author

Posts

Viewing 4 posts - 1 through 4 (of 4 total)

You must be logged in to reply to this topic.

Login your account

backtest many shares

ProOrder: Automated Strategies & Backtesting

New Reply

Author

michi2410 @michi2410 Participant

Summary

This topic contains 3 replies,
has 3 voices, and was last updated by michi2410
9 years, 5 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/28/2016
Status:	Active
Attachments:	No files

Loading...