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Backtesting one strategies on many stocks


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  #1 (permalink)
Saturnix
milano, italy
 
Posts: 4 since Feb 2019
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Hi,

I'm completely new to MC, coming from TradeStation. In TS it is possible to backtest a single strategy on a basket of stocks, but the result shown is only a single equity line.

I would like to see performance reports of how the strategy behaved on each single stock, without having to manually put the strategy on separate charts.

This is because I'd like to test it against the whole S&P 500: is this possible, without having to input 500 stocks manually?

Many thanks!


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  #2 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,448 since Apr 2013
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Saturnix,

take a look at the report the Portfolio Trader generates, the "Breakdown By Symbols" section might be what you are looking for. Just click on an instrument's name in the Overview section.

Regards,

ABCTG


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Last Updated on April 22, 2019


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