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

  •  06-22-2009, 18:25

    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

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