Hi, I’m looking to backtest a system on all of the stocks listed on the FTSE 100. Is there any way for me to do this since, as far as I’m aware, you can only run a ProOrder system on a PRT window showing a single stock.
If not, is there a way to connect ProOrder code to a screener?
Thanks in advance
There is no portfolio support in probacktest. The only possibility to get a complete view of your strategy performance over the whole FTSE stocks list is to make backtest for each of them and compound their results into an Excel spreadsheet.. Very time consuming I agree, and not confortable !
Depending of the complexity of the strategy itself, the ProScreener workaround could be another way to get an idea of the performance of each stock individually, but not as detailed as the probacktest result window. If you can share your code, I might be able to help you.
oh that’s a bit annoying, but logging it in excel won’t be too bad.
Unrelated question; Is there a method to keep track of multiple timeframes in a ProOrder/ProBacktest? Since as I understand it, “timeframe” cannot be used.
That’s right, “timeframe” cannot be used in ProBacktest / ProOrder. However, it would be possible with a future update, but I don’t know when.
wb13Participant
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Hi,
i’m a new member and just searching through the post looking for this issue. Would definitely be handy to run a backtest/strategy over an entire market.
So far I can backtest a strategy for one particular stock, but it would be great to run the backtest against all the stocks in an exchange or at least select sectors.
does the premium version cater for this maybe?
Also, is there any way to search the forums for keywords? i can’t seem to see any search or filter options on the forum?
Hi – The premium version does not offer this functionality either. You can find the search box in the top right corner underneath your profile picture if you place your cursor there. You can also click on Prorealcode in the top left corner which brings you to the frontpage and in the top half middle of the page sits a search box. Happy searching !
