backtest many shares

• 08/28/2016 at 9:15 PM #12348
  michi2410

  Hello guys,

  my first strategy is completed an now I would like to back test with many shares.
  Is it possible to run a backtest to more than one shares at the same time?
  I would like to back test my strategy with all the dax30 shares and need one overview with the results from this 30 sahres (max. drawdown, max runup…)

  Thank you for your help

  Michael

  

  michi2410

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  08/28/2016 at 10:17 PM #12351
  Wing

  Not possible in PRT as far as I know.

  What you can do is to backtest each stock, write down the values you need, and then use the average value of all stocks’ optimal values. This will also prevent curve-fitting to some extent. When done, see how your finished system does in a backtest of each stock.

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  Nicolas

  

  Wing

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  08/29/2016 at 9:28 AM #12372
  Nicolas

  You can also export easily the results of backtests to an Excel worksheet and then combine them all to have a whole view.

  

  Nicolas

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  08/29/2016 at 10:12 PM #12424
  michi2410

  Thanks, the idea with the excel sheet is great!

  

  michi2410

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