In this video, we show how to test the combined backtested results for 18 individual trading systems from Tradestation. There are two different ways we can do this.
With most trading platforms, it is not difficult to build and backtest a single trading system. Once you develop and trade more than one trading system, the question is, "What is their combined back tested performance?"
The goal is to improve risk adjusted returns by trading a diverse group of trading systems so that the worst-case drawdown of the combination of the trading systems is less than the sum of the worst-case drawdowns since they occur at different times.
It is always more difficult to determine what the results are when trading multiple trading systems. There are two ways we like to backtest hypothetical results for portfolios of trading systems that we consider trading.
The two ways we discuss are:
1.) Multicharts Portfolio Calculator
2.) Microsoft Excel Portfolio Calculator.
The Portfolio Calculator has been updated through September 6, 2024. It is a tool that has been built, starting in 1999 to keep track of the combined end of day equity curve results.
We discuss the latest results for the Stock Index Portfolio 18.
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