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Tradestation, by itself, won't do multi-market testing.
Thomas Stridsman in his book "Trading Systems that Work" covers an approach for
doing this. Basically he includes code in his Tradestation systems to write each
trade result out to an ascii file, then reads all the result files into Excel and
does the analysis there. Klugy, but workable, and cost-effective. The book is
definitely worth reading, if only for the way it points out critical flaws in
Tradestation's system testing.
Then there's Rinasystems Porfolio Evaluator product, which does pretty much what you
want but is pricey ($995). www.rinasystems.com I haven't used it, and I believe
others on the list have posted some criticisms of their approach.
Trading Recipes (www.tradingrecipes.com) is another program that does portfolio
testing. It's pricey ($2300), DOS-based, end-of-day only, but apparently there are
those who love it...
These are just some things I've researched. I haven't purchased either of the
programs, and I'm still working with the book.
David
> -----Original Message-----
> From: Ayles [mailto:tjayles@xxxxxxxx]
> Sent: Tuesday, July 10, 2001 1:49 PM
> To: omega-list@xxxxxxxxxx
> Subject: Fw: Combining Performance Results
>
>
>
>
>
>
> Is there a way to combine the results of two or more different markets using
> the same system to see what the overall results are? The reason I want to do
> this is because the more markets you combine at the same time-the lower the
> drawdown typically is. Any ideas?
>
> Thanks
>
> Tim
>
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