I plan to backtest multi strategies + multi instruments + multi time frame,wld could do it whether or not?
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Multiple time frames, yes. Multiple instruments, yes. Multiple strategies - to certain extent, if you're prepared to do some programming.
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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?
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Using WealthScript.
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you mean combine 2 strategies into 1 strategy and backtest this strategy with a DataSet?
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Yes.
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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.
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