Backtesting over a portfolio of markets

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Last updated 5 days, 13 hours ago by avatar Despair.

2 post(s)
  • #43056

    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?

    #43071

    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.

2 post(s)

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