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dynamic backtest

Posted: Jun 10 2024
by BossHog
Hi,
I'd like to backtest multiple futures strategies which use their mutual account's cash value to calculate position size. Currently, in portfolio trader, I'm only able to only see an aggregate of the strategies' backtest results as though they were each using separate accounts. Is there a way by which I can backtest multiple strategies in a portfolio and have them each drawing account cash value from one cummulative account?
thanks,
David

Re: dynamic backtest

Posted: Sep 03 2024
by faraz
Try this;
pmms_strategy_riskcapital(StrategyIndex)





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