Hi,
I try to insert 20 instruments into Portfolio Backtester and insert a very simple MACD signal. It works well. However, while I add more than 300 instruments, I see some error. For example, there is no trade for SPY (there is SPY trade if I insert only 20 instruments). I use IQFeed as my data feed, I guess data feed should not be the problem.
Is there instrument limitation for Portfolio backtester? May I have your suggestion for this problem? Thanks!
Charles
Portfolio Backtester Limitation
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Re: Portfolio Backtester Limitation
Hello Charles,
There is no limitation for the amount of instruments in Portfolio Backtester.
Please make sure the conditions for order execution are met for the SPY instrument and you have enough initial capital in Portfolio Settings.
There is no limitation for the amount of instruments in Portfolio Backtester.
Please make sure the conditions for order execution are met for the SPY instrument and you have enough initial capital in Portfolio Settings.