NexusFi: Find Your Edge


Home Menu

 





Is there a way to test a strategy in TradeStation on a list of futures and stocks?


Discussion in EasyLanguage Programming

Updated
    1. trending_up 4,433 views
    2. thumb_up 1 thanks given
    3. group 3 followers
    1. forum 5 posts
    2. attach_file 1 attachments




 
Search this Thread
  #1 (permalink)
MasterYan
San Francisco, CA
 
Posts: 30 since Jul 2016
Thanks Given: 13
Thanks Received: 4

Is there a way to test a strategy in TradeStation on a big list of futures and stocks?


Reply With Quote

Can you help answer these questions
from other members on NexusFi?
requesting .nrd replay files from 2026 spy and qqq
The Elite Circle
Trump Media to sell instant access to market-moving soci …
Traders Hideout
Datafeed for Atas
Platforms and Indicators
My Rant with AMP Futures
Trading Reviews and Vendors
No book, only a stair: journaling fills where price move …
Cryptocurrency
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Mes vs MNQ
6 thanks
NexusFi site changelog and issues/problem reporting
5 thanks
BERN ALGOS algo trading journal
3 thanks
Johnnys Journal
2 thanks
TopStep Trader disappointment
2 thanks
  #2 (permalink)
 
ShadowFox's Avatar
 ShadowFox 
CO/USA
 
Experience: Intermediate
Platform: TradeStation, Multicharts
Trading: Stocks, Futures
Posts: 129 since Jun 2020
Thanks Given: 70
Thanks Received: 159

You can do this with portfolio maestro. It's included with ts.


Visit my NexusFi Trade Journal Reply With Quote
  #3 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT Stellar & Tradestation
Broker: Primarily Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals, U308 and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,247 since Dec 2013
Thanks Given: 4,591
Thanks Received: 10,544


What ShadowFox said, or, you can use the Optimization API. I know of two people that have written programs that access that. Unfortunately neither is publicly available.


Reply With Quote
  #4 (permalink)
MasterYan
San Francisco, CA
 
Posts: 30 since Jul 2016
Thanks Given: 13
Thanks Received: 4

I tried Portfolio Maestro but it doesn't work properly.



Are there any other working solutions to test a list of futures?


Reply With Quote
  #5 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT Stellar & Tradestation
Broker: Primarily Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals, U308 and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,247 since Dec 2013
Thanks Given: 4,591
Thanks Received: 10,544


SMCJB View Post
What ShadowFox said, or, you can use the Optimization API. I know of two people that have written programs that access that. Unfortunately neither is publicly available.

The optimization API allows you to send a batch of optimizations all in one go. So you could have a list of 50 instruments, and 5 different bar sizes, meaning you have a batch of 250 optimizations. Coding the optimization is probably the easier part (can't provide a link but have seen this discussed on the tradestation forums previously) but I think managing the output/results is the difficult part.


Reply With Quote
Thanked by:
  #6 (permalink)
 
ShadowFox's Avatar
 ShadowFox 
CO/USA
 
Experience: Intermediate
Platform: TradeStation, Multicharts
Trading: Stocks, Futures
Posts: 129 since Jun 2020
Thanks Given: 70
Thanks Received: 159


MasterYan View Post
I tried Portfolio Maestro but it doesn't work properly.



Are there any other working solutions to test a list of futures?

Hi MasterYan, you must have an issue either in your strategy or the setup of the portfolio in Portfolio Maestro. I have extensively developed a few portfolio strategies using it and haven't see the result you received.


Visit my NexusFi Trade Journal Reply With Quote




Last Updated on September 15, 2021


© 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