Backtesting over a portfolio of markets

• 08/12/2017 at 7:23 AM #43056
  mikenew

  Hi,

  I have a dozen markets in a portfolio that I want to trade a single strategy over.

  How can I backtest the whole portfolio and get a portfolio and market by market backtesting report?

  Is there any way to do this in PRT Code? or do I need to run the back test on each market individually then put them into Excel to produce the portfolio report?

  Suggestions?

  

  mikenew

  Participant

  Topics: 6

  Replies: 17

  Been thanked: 0 times
  08/12/2017 at 12:02 PM #43071
  Despair

  I was looking for the same and did not find any option. I think so far it is not possible to test a whole portfolio in PRT and one will have to test each asset on its own like you describe.

  

  Despair

  Blocked

  Topics: 97

  Replies: 1034

  Been thanked: 219 times
  10/01/2017 at 11:04 AM #47909
  stockshark

  I have emailed ProRealTime two times and ask if/when they will introduce backtesting on complete portfolio.

  But they haven’t replied yet.

  Does anyone know if ProRealTime plans to make this possible?

  If not, how do you handle the backtesting in ProRealTime? Do you backtest each stock one by one, and then summarize the results in some way?

  How’s that one in that case?

  Cheers

  

  stockshark

  Participant

  Topics: 0

  Replies: 1

  Been thanked: 0 times
  10/01/2017 at 11:53 AM #47912
  Derek

  What about exporting the different backtest results into a spreadsheet and consolidating the data there?

  PRT has no function to do this more elegant.

  

  Derek

  Participant

  Topics: 6

  Replies: 240

  Been thanked: 60 times
• Author
  Posts