portfolio of systems testing

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


  1. That's actually untrue if you have each system holding a constant % of the portfolio... And the distinction IS important. If you are just daytrading--ok forget about it.
     
    #31     May 11, 2003
  2. Pushpop at Traders2traders has been known to do a decent job of combining curves...
     
    #32     May 11, 2003
  3. 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.


    Joke: Online DayTrader sitting in the living room in his boxer shorts.....say's "Honey don't worry were flat in the market.....no worries. Then at the end of the day.....He say's, "Honey Let me explain this."

    Michael B.
     
    #33     May 11, 2003
  4. This is an intersting old thread...but it seems non-conclusivE.

    My question: of TR, WLD, BEHOLD, TS, etc which software can handle TRUE portfolio of systems back-testing AND automated trading?

    Many thanks.
     
    #34     May 1, 2004
  5. Only WLD does this. TR does not do automated trading, TradeStation does not do portfolio testing, Behold does not do automatic trading.

    Unfortunately, word on the street is that WLD is slow, slow, slow.
     
    #35     May 3, 2004