Hi there,
If I place multiple instruments in Portfolio Backtesting with a single strategy, I will get the performance of the portfolio. However, if I would like to identify which instrument is the most suitable to the strategy and which instrument is the worst, how should I do?
For example, if I place stock A, B, and C, then trade by strategy Alpha, how do I know if A has the best performance by using the strategy Alpha, and B has the worst? As such, I can take out B in the future while using strategy Alpha.
Thank you so much.
multiple instruments in Portfolio Backtesting [SOLVED]
- Andrew MultiCharts
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Re: multiple instruments in Portfolio Backtesting [SOLVED]
Hello edwardho,
It is better to have:
It is better to have:
- Strategy Alpha, where your signal(s) are applied to instrument A;
- Strategy Beta, where your signal(s) are applied to instrument B;
- Strategy Gamma, where your signal(s) are applied to instrument C;
- Strategy Delta, where your signal(s) are applied to instrument D;
Re: multiple instruments in Portfolio Backtesting
I think I found the answer I need. It's in the Breakdown by Symbols section of performance report.
Thank you so much for the reply.
Thank you so much for the reply.