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Best way to automate testing a strategy across different instruments


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  #1 (permalink)
adbertram
Evansville, IN
 
Posts: 9 since Aug 2020
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I have a strategy that I'd like to test across different markets in TradeStation. Is there an easy way I can apply and test this strategy across dozens of symbols at the same time and inspect results?


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  #2 (permalink)
 bchip 
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adbertram View Post
I have a strategy that I'd like to test across different markets in TradeStation. Is there an easy way I can apply and test this strategy across dozens of symbols at the same time and inspect results?

Would love to hear as well... I ended designing my own backtesting engine at the end of the day
as the testing process took to long.

The other idea is maybe just too limit everything (eg) only have 4 instruments you focus on.


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  #3 (permalink)
 kjhosken 
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Have you tried portfolio maestro?


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  #4 (permalink)
 kevinkdog   is a Vendor
 
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adbertram View Post
I have a strategy that I'd like to test across different markets in TradeStation. Is there an easy way I can apply and test this strategy across dozens of symbols at the same time and inspect results?

Use the Tradestation Optimization API. In the past 2 weeks, I've literally run millions of strategy runs, on 40 markets and 5 bar sizes.


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Last Updated on October 5, 2020


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