MetaStock

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

wabbit — Tue, 23 Jun 2009 01:14:22 GMT

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

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

Damien — Tue, 23 Jun 2009 00:25:13 GMT

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