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In Portfolio BacktesterTrader, unlike trading from the chart, several strategies can be calculated simultaneously, each one with its own tool set and its own signal set. Thus, the calculation of all the strategies upon all the data series in them is synchronized.
True portfolio backtesting means that strategies are calculated across all price series, one bar at a time. For example, if you have one minute bars for five symbols, the strategy will first calculate on the first minute of each symbol, then the second, and so on.
The above example will write the Symbol, resolution, bar and bar time at which the signal is calculated.
Now, let’s apply several instruments with different resolutions in the portfolio in Data1 column, for example: MSFIT 1,2,3,4 days, then, calculate the portfolio and look in Output Power Language PowerLanguage .NET:
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