Backtesting a portfolio (multiple pairs at the same time)
Created at 21 Oct 2020, 16:47
Backtesting a portfolio (multiple pairs at the same time)
21 Oct 2020, 16:47
In backtesting, being able to test a portfolio of instruments for the same bot to get a total trading stats (Profit Factor, Sortino Ratio, etc...) is something that every serious trader should be doing.
I noticed in 2018 you've mentioned that developing this feature in cTrader has started.
- Are there any updates on this one?
- This can still be done manually by backtesting every instrument on the same timeline and exporting the results to Excel then processing them. But are you aware of any plugin that does this?
PanagiotisCharalampous
21 Oct 2020, 16:50
Hi JeanPaul,
If you are referring to multi symbol backtesting, then yes this is already available.
Best Regards,
Panagiotis
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