Support Board
Date/Time: Sat, 01 Feb 2025 00:07:32 +0000
Post From: Portfolio Back-Test and Account Level
| [2019-05-07 15:43:53] |
| User40085 - Posts: 10 |
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Dear SC, I would like to be able to run a back-test on a portfolio in parallel where I can reference a portfolio wide account value and existing positions bar by bar. It seems that with bar-based back-testing with scan this is not possible because back-testing is done one market at a time. However, is it possible to achieve this sort of thing with a replay style back-test using ACSIL? Also, if this is not possible, would it be fair to say that the most practical way to achieve a portfolio back-test would be to output "normalized" trading results (e.g. quantity traded per unit of risk for instance) into data files that could then be picked up and processed by another program or spreadsheet? Thank you in advance. I expect you must have had this sort of question many times already, but after some hours of searching I haven't been able to find the answer. Sincerely, Paul Date Time Of Last Edit: 2019-05-08 05:45:25
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