Backtesting one Strategy in several securities

Alberto Lucchese · Mon, 29 Oct 2018 11:20:51 +0000

Is it possible to run a backtest to a list or group of securities? The idea is to test the same patterns in several securities and obtain the total results instead of backtesting on security at a time?

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10/29/2018 at 12:20 PM #83713

Alberto Lucchese

Is it possible to run a backtest to a list or group of securities? The idea is to test the same patterns in several securities and obtain the total results instead of backtesting on security at a time?

Alberto Lucchese
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10/30/2018 at 1:15 PM #83789

Nicolas

No, that is not possible.

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Nicolas
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Backtesting one Strategy in several securities

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