Can WL backtest multiple Strategies on multiple Instruments on multiple Timeframes?
Author: z7c9
Creation Date: 6/2/2010 3:55 AM
profile picture

z7c9

#1
I plan to backtest multi strategies + multi instruments + multi time frame,wld could do it whether or not?
profile picture

Eugene

#2
Multiple time frames, yes. Multiple instruments, yes. Multiple strategies - to certain extent, if you're prepared to do some programming.
profile picture

z7c9

#3
for example,2 strategies(overnight trend following,intrady swing trading) + 2 markets (ative stocks,futures) + 2 time frames(day,1min),how to program to backtest this portfolio?
profile picture

Eugene

#4
Using WealthScript.
profile picture

z7c9

#5
you mean combine 2 strategies into 1 strategy and backtest this strategy with a DataSet?
profile picture

Eugene

#6
Yes.
profile picture

Eugene

#7
Stumbled onto this very old topic. Since v6.2 WL has built-in ability to backtest everything the topic starter requested (and even more). Multiple strategies on multiple time frames with their individual position sizing can be applied to multiple DataSets - all this in an easy to use GUI called Combination Strategy. No programming required.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).