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Hi members,
What is the actual definition of portfolio testing.
Is it just a compounded result of multiple securities that have been
selected, by a ranking value from an exploration formula, as the
first next pick of ticker after a sell.
So if you only had capital to take 1 trade then you would only be
trading the first highest ranking ticker after each sell.
(the ranking would need to be decided by a formula,because when
exploring there are usually more than 1 ticker to select from on the
same day. The ranking formula would probably need to be a cumalative
value from various indicators to create unique values so there is not
a repeated value for any of the tickers triggered on the same buy
day ).
But also allowing you to diversify by having more than 1 trade going
at the same time, e.g. 5 trades.( of course depending on the buy and
sells you would not be in the 5 trades all at the same time),
So the 2nd trades list would be the second ranking choice. e.t.c.
Thanks
Peter.
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