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Can a strategy over a portfolio of futures indices be backtested?
Rank: Member
Groups: Registered, Registered Users
Joined: 6/18/2009(UTC)
Posts: 15
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Hello,
I am still new to MetaStock and deciding whether to get this package or not.
Would anyone be able to let me know if it is possible to back-test a strategy over a portfolio of indices using MetaStock, or I need TradSim for that too...or it's only possible to back-test a strategy over one single contract?
What I need is to code up a strategy and then test it over a portfolio comprising of the following futures indices (S&P500, SPI,Hang Sang,Dax).
Regards
Damien
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Rank: Advanced Member
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Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
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Hi Damien, No, MS does not (natively) do portfolio level simulation; you either need to write your own codes for this or use another product such as TradeSim. There are some discussions on the Forum, see, for example : http://forum.equis.com/forums/post/14391.aspx
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Can a strategy over a portfolio of futures indices be backtested?
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