NexusFi: Find Your Edge


Home Menu

 





Backtesting - Single Market vs Portfolio


Discussion in Traders Hideout

Updated
    1. trending_up 1,712 views
    2. thumb_up 0 thanks given
    3. group 1 followers
    1. forum 3 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
 bluefightingcat 
Espoo Finland
 
Experience: Intermediate
Platform: TradingBlox, Tradestation
Trading: Stocks
Posts: 41 since Sep 2015
Thanks Given: 2
Thanks Received: 10

When doing your backtesting do you create and test a strategy for each market one by one or do you backtest on a portfolio/basket of several markets?


Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Datafeed for Atas
Platforms and Indicators
Warsh Drops Easing Bias, December Hike Now Above 50% -- …
Prediction Markets & Event Contracts
Without Pulisic, USA 61.5% Live vs. Australia -- France …
Prediction Markets & Event Contracts
Would a node-based workflow for automated trading be useful?
Traders Hideout
Daytrading to swingtrading
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Want your NinjaTrader indicator created, free?
5 thanks
BERN ALGOS algo trading journal
1 thanks
Afternoon-close session
1 thanks
Franks Trading Journey
1 thanks
Denied 20K payouts: Alpha Futures
1 thanks
  #3 (permalink)
 grausch 
Luxembourg, Luxembourg
 
Experience: Advanced
Platform: TWS
Broker: Interactive Brokers
Trading: Stocks
Posts: 491 since May 2012
Thanks Given: 1,731
Thanks Received: 1,159



bluefightingcat View Post
When doing your backtesting do you create and test a strategy for each market one by one or do you backtest on a portfolio/basket of several markets?

When I was still doing loads of backtesting, I tested strategies at portfolio level. I did not try to create strategies for certain markets as I felt that would lead to curve-fitting strategies to a certain market too much. Also, I was not that interested in how a certain market performed, rather I wanted to increase total return or reduce total drawdowns at portfolio level.

However, you can review this thread - - and ask some questions there as well. From what I have seen Kevin develops systems for individual markets and then incorporates them into his portfolio and his live results are very, very good.


Reply With Quote
  #4 (permalink)
 bluefightingcat 
Espoo Finland
 
Experience: Intermediate
Platform: TradingBlox, Tradestation
Trading: Stocks
Posts: 41 since Sep 2015
Thanks Given: 2
Thanks Received: 10

Thanks for the reply. This is interesting stuff. Kevin's thread is huge. Will take a while to get through.


Started this thread Reply With Quote




Last Updated on December 19, 2016


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts