Backtesting over a portfolio of markets

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This topic contains 3 replies, has 4 voices, and was last updated by avatar Derek 7 months, 3 weeks ago.

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    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?



    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.


    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?



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

    PRT has no function to do this more elegant.

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