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Test same strategy on many symbols in MC


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Test same strategy on many symbols in MC

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  #1 (permalink)
nikke
grandiose
 
Posts: 34 since Aug 2010
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Hi!

Hi has anyone of you come up with how you can in MC backtest the same strategy on a whole list of symbols?

In NT when I wanted to test a strategy on a list of symbols I could run it on a whole list and even optimize for the best settings for each symbol.
In MC I have not found this functionality.
The portfolio testing seems to optimize the strategy settings for the whole list, not individually for the instruments and besides the results from portfolio tests seem to be quite different from backtests in regular MC.

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 sptrader 
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MC does have a portfolio backtester included, which should do that, but I've never tried it..

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nikke
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sptrader View Post
MC does have a portfolio backtester included, which should do that, but I've never tried it..

yes.
"The portfolio testing seems to optimize the strategy settings for the whole list, not individually for the instruments and besides the results from portfolio tests seem to be quite different from backtests in regular MC."

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