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Bill Shumake writes:
>>and if used in a portfolio approach made money over every
>>12-month-or-greater time period I looked at.
Bill:
I am curious what tool / platform you use to do your testing. You mentioned a
portfolio testing of the 48 day breakout system.
I guess my real question is this: Can Tradestation / Easy Language be
programmed to run a portfolio test using these parameters:
1) uses 1 system run on a group of commodities (or portfolio)
2) 1 combined equity curve
3) fixed ratio betting size - say 2% of current equity at the time of each
signal -
this is the part that I was told would be the most difficult.
My friend says that it can't be done, that I need to make up my own testing
platform with Visual Basic or C++. I am hoping he is wrong - but he is a
very wise man.
Good luck to you,
Jim Hamer
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