TradersStudio allows you to run portfolio and money management on a bar by bar basis and across multiple systems. You can have a trend following system, a stock index system and a short term commodity system and apply money management ,trade filtering, select dynamically the market and rebalance the allocation for each system as well as each market daily if needed. A Trade Plan let's you add or delete different systems using point and click and apply to a set of money management , portfolio selection rules. Once you develop a portfolio or money management strategy you can test it on different systems and not have to change one line of code.
TradersStudio allows you to run portfolio and money management on a bar by bar basis and across multiple systems. You can have a trend following system, a stock index system and a short term commodity system and apply money management ,trade filtering, select dynamically the market and rebalance the allocation for each system as well as each market daily if needed. A Trade Plan let's you add or delete different systems using point and click and apply to a set of money management , portfolio selection rules. Once you develop a portfolio or money management strategy you can test it on different systems and not have to change one line of code.
Looks like Neoticker meets your requirements, you may want to check it out. I have used or tried Amibroker, WealthLab, & TS and prefer Neoticker. http://www.tickquest.com/
We have just released version 2.5 of TradersStudio. It has many new features but here are a few which are important to this thread. The new version now allows optimization of money management strategies. You can not only optimize a given system on a basket of markets but you can optimize a reinvestment strategy on a basket of systems. Another important feature relating to this thread is TradersStudio 2.5 also has full walk forward testing at the portfiolo level.
I am a big fan TI Pro's Add on called Odds Maker I gave it a review and use it every day. http://www.trade-ideas.com/OddsMaker/ below is a clip from their site. There is also a pretty big review of the Odds Maker in this months Technical Analysis of Stocks and Commoditties. Backtest the entire market â confirm youâre using the right strategy Most other backtesting tools can only track one stock or instrument in their analysis. The Odds Maker looks at all the exchanges or custom symbol lists to determine the odds for a winning strategy. The Odds Maker is a quick and powerful tool that considers whatâs working now â in other words, what strategies are the most in tune with recent market activity?