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Can a strategy over a portfolio of futures indices be backtested?

Last post 06-22-2009, 19:14 by wabbit. 1 replies.
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  •  06-22-2009, 18:25 29963

    Can a strategy over a portfolio of futures indices be backtested?

    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

  •  06-22-2009, 19:14 29964 in reply to 29963

    Re: Can a strategy over a portfolio of futures indices be backtested?

    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 A search of the Forum will uncover more information.

    MS has a try-before-you-buy deal, so its worth having a go and seeing if the product is for you.  I believe TradeSim has a similar deal.



    wabbit Big Smile [:D]


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