You can do portfolio based backtesting on stocks with TradersStudio. We have clients who have backtested a basket of 2000 to even one customer who trades 4300 stocks using the program. I have not personally tested more than 2000. You can even optimize to find the best system parameters across the basket. In addition with a single mouse click you can look at each individual stock or a table of individual results for each stock using one of the built in custom reports.
Hi Dougcs, is macro express an addon? I went to the link you provided, it seems like I have to install a custom dll and then insert codes to strategies in order to jump from one stock to the next. Do you have link for the macro express itself? I'm reading the Tradestation forum but there's a lot of info, if you can provide a little more explaination it'll be much appreciated. Thanks.
Macroexpress is software that automates macros and works well with TS. A free evaluation copy is available from: http://www.macros.com/index.htm I don't recall needing a dll to do this. Read Bamboo's post at: https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=31616 It tells exactly how to use Macroexpress to run basically an unlimited number of symbols. You will need to create a "strategy" that writes the results of each test using "fileappend" to a file and then analyze that file with your favorite spreadsheet software. Some ideas on how to write the code: https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=44788 DS