portfolio of systems testing

Discussion in 'Strategy Building' started by DT-waw, Jul 30, 2002.

  1. ok, now I think I get it. It wouldn't make any difference I guess. I suppose it would all come down to whichever system got to close the final trade.
     
    #11     Aug 18, 2002
  2. get enough systemas all going at once and you could darn near make your own market. Then all you would have to do is charge all the systems commissions and sit back and let the dollars roll.
     
    #12     Aug 18, 2002
  3. chisel

    chisel

    I use Behold on a pc with a mac emulator (Basilisk) with no problems. I had an iMac just for Behold, but I dumped the mac when I figured out how to use it on a pc.

    www.bhld.com

    Jim Payne's support of Behold is excellent.
     
    #13     Aug 18, 2002
  4. Kymar

    Kymar

    #14     Aug 18, 2002
  5. If you name your entry signals then you can use them for your exits. This should solve your problem. If this is not enough you have to use Excel. To get results into Excel it takes you two steps from the result page (and would save you 5000$ for RINA) .
    As far as I know, Behold! can not do this either. I used Behold long time ago, but would recommend it MUCH more then TS combined with RINA).
     
    #15     Aug 18, 2002
  6. rcreal

    rcreal

    Anybody know an elegant way to get correlation of 2 different trading strategies inside/outside tradestation w/o the expensive RINA software?

    Thanks.
     
    #16     Aug 18, 2002
  7. Shankar

    Shankar

    Why not use Excel they have a correlation function there, I had to use it all the time when I still used TS.

    Shankar
     
    #17     Aug 19, 2002
  8. This is an old thread, but Shankar is right. Export your systems to Excel and then run the correlation.
     
    #18     Jan 30, 2003
  9. nqtrader

    nqtrader

    I heard many great things about Trading Receipies and Behold but I believe they are both EOD only and cannot be used for intraday backtest. Can Wealth Lab combine intraday systems from different symbols and timeframes (a true portfolio of systems) and allow me to vary the size of each trade on each system dependent on the combined equity of the whole portfolio? Combined equity has to include both open and closed equity of each system.
     
    #19     Jan 30, 2003
  10. chisel

    chisel

    Behold can easily test intraday data. I've tested 500k bars, no problem. More bars needs more RAM.
     
    #20     Jan 31, 2003