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Backtesting with multiple symbols

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  • Backtesting with multiple symbols

    How does one backtest a strategy involving three or four symbols on a single advanced chart? The strategy object doesn't seem to allow the symbol to be specified:

    Strategy.doLong(Desc, FillType, FillBar, LotSize, StopOrLimit)

    If only a single symbol is on the advanced chart, all is well as doLong(), and the related functions, assume that the default symbol is being backtested.


    Thanks.

  • #2
    Re: Backtesting with multiple symbols

    cusip
    Backtesting on multiple symbols is not currently possible
    Alex


    Originally posted by cusip
    How does one backtest a strategy involving three or four symbols on a single advanced chart? The strategy object doesn't seem to allow the symbol to be specified:

    Strategy.doLong(Desc, FillType, FillBar, LotSize, StopOrLimit)

    If only a single symbol is on the advanced chart, all is well as doLong(), and the related functions, assume that the default symbol is being backtested.


    Thanks.

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