BackTesting Portfolios

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BackTesting Portfolios

Postby taowave » Sat Feb 05, 2011 1:39 am

Hi Pete,
just checking in to see if the next release will have the ability to run backtests on the custom portolios we create.They are available in screener and charting,but can not be accessed to backtest.Almost all of my trading is now baskets of stocks and this would be a great help..

thanks,

Allan
taowave
 
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Re: BackTesting Portfolios

Postby Overload » Sat Feb 05, 2011 10:12 am

I don't think I understand what you mean by "custom portfolios". Can you give me an example?

Thanks,
Pete
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Re: BackTesting Portfolios

Postby taowave » Sat Feb 05, 2011 11:32 am

I should have said Sectors..

I would like to trade the Sector as opposed to the individual stocks in the sector..
taowave
 
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Re: BackTesting Portfolios

Postby Overload » Sat Feb 05, 2011 12:16 pm

Thanks, but I'm still not entirely clear. Do you mean trading the sector index, as if it were a tradeable product? Or do you mean trading all of the stocks in the sector, regardless of portfolio size? Or something else?

Pete
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Re: BackTesting Portfolios

Postby taowave » Mon Feb 07, 2011 12:43 pm

Hi Steve,
Yes,trading the sector index as if it was a tradable product..
I have pretty much moved into the "fundamental" camp and utilse SS for market timing and some momentum applications depending upon the type of portfolio I am running.

Most of my succesful strateges use a simple 4 week holding period as an exit/rebalancing..I trade the basket as if it were an EFT.I would like to be able to apply SS tools to that methodology,and perhaps compare the risk/reward vs trading each stock in the portfolio on it own.

thanks,

Allan


Overload wrote:Thanks, but I'm still not entirely clear. Do you mean trading the sector index, as if it were a tradeable product? Or do you mean trading all of the stocks in the sector, regardless of portfolio size? Or something else?

Pete
taowave
 
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Joined: Sat Dec 02, 2006 12:39 pm

Re: BackTesting Portfolios

Postby Overload » Mon Feb 07, 2011 7:15 pm

Thanks, now I understand. It hasn't been determined yet what will be in future releases, but I'll certainly keep this in mind. It's on the list.

Pete
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