| Test a strategy across a portfolio of multiple symbols and time intervals (e.g., daily, 60-minute and 10-minute bars within the same portfolio) |
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| Backtest a portfolio of multiple trading strategies on one or several symbol lists simultaneously (e.g. many systems and symbol lists within the same portfolio) |
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| Test a trading strategy across a portfolio using strategies that reference multiple symbols in the trading logic (e.g. pairs, inter-market analysis). Define reference symbol relationships within the portfolio |
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| Test a trading strategy across a portfolio using strategies that reference multiple symbols with different time frames |
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| Rank symbols in your portfolio with user defined criteria and functions and then backtest the performance of the ranking strategy in combination with trading strategies |
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| Apply Constraints on margin to equity, open position to equity, and others for accurate testing |
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| Apply Equity Filters on portoflio equity to stop and restart trading based on the performance |
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| Use all of the capabilities described above in any combination |
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| Import current version of TradeStation® EasyLanguage® code or TradeStation 2000i EasyLanguage code and test strategies written in EasyLanguage directly in Portfolio Maestro |
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| Develop trading strategies written in VB.NET, C# or other .NET languages using a standard Portfolio Maestro interface |
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| Automatically retrieve historical prices from eSignal, Bloomberg, TradeStation or Interactive Brokers for use in backtesting |
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| Use text files and CSI’s Unfair Advantage® (CSV Format) as a price source in backtesting |
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| Retrieve symbol properties from available data sources or using Portfolio Maestro Symbol Master |
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| Create detailed statistical reports and charts to analyze portfolio backtesting results |
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| Optimize the parameters of any or all of your strategies across the portfolio and analyze backtesting results |
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| Perform Walk-Forward Analysis to generate rigorous out of sample performance results when optimizing strategies |
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| Create new ranking strategies written in VB.NET, C# or other .NET languages using a standard Portfolio Maestro interface |
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| Apply Money Management Strategies integrated with portfolio testing |
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| Apply Money Management Strategies using Portfolio Equity or specific risk variables calculated from within your trading strategy |
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| Constrain Trading based on Capital, Margin, Risk and other parameters (e.g., Margin/Equity <=0.3) for more realistic portfolio simulations given real world capital limitations |
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| Perform Monte-Carlo Simulation of historical returns to generate scenarios of total return, drawdown, and time between new equity peaks across thousands of simulations |
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| Convert foreign currency profits to the portfolio base and manage currency denominations for symbols in the portfolio |
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| Mix and match instruments traded in foreign currencies within the same portfolio |
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| Measure performance using hedge fund industry standard performance reporting |
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| View Individual Symbol Equity Curve for symbols in the portfolio |
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| Create Daily Orders and Positions reports which can be exported to Excel |
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| Calculate Commission and Slippage by Asset Class or by Symbol for more realistic trading cost assumptions in the backtest |
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| Export performance reports directly into Excel for an additional analysis |
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| Built on Microsoft .NET platform and SQL Server database technology |
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| Included API allows for custom development of trading and ranking strategies in standard .Net Languages |
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| User can run the software from any computer using the same login information |
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| High performance backtesting engine can process millions of bars of price information |
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Key Features PDF
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