TradeStation Portfolio Maestro

Feature Summary - Portfolio Maestro

Portfolio Maestro provides the ability to test trading strategies on portfolios and view the portfolio testing results. Portfolios can consist of a large number of symbols; portfolio performance can be optimized across many inputs.

Portfolio Maestro is available in two versions: TradeStation Portfolio Maestro is designed to work with TradeStation strategies written in EasyLanguage using data from the TradeStation network. Open Portfolio Maestro adds the ability to incorporate external strategy components written with .NET development tools and to access third-party symbol data.

Both versions of Portfolio Maestro provide state-of-the-art backtesting and reporting features to:

• Create a strategy in EasyLanguage® for TradeStation®
• Test a strategy across a portfolio of multiple symbols and with the same or different bar intervals (daily, 60 minutes, 10 minutes, etc.)
• Combine multiple trading strategies and multiple lists of symbols into portfolios and perform backtesting
• Test a strategy across a portfolio of multiple symbols with different reference symbols
• Test a ranking strategy across a portfolio of multiple symbols
• Apply money management strategies to scale trades based on portfolio equity or other parameters
• Apply money management strategies integrated with portfolio testing
• Constrain trading based on equity, margin, risk, and other parameters (e.g., Margin/Equity <=0.3) integrated with portfolio testing
• Apply portfolio stops, also called equity filters, integrated with portfolio testing
• Create detailed statistical reports and charts to analyze portfolio backtesting results
• Combine several portfolios into one and generate a performance report for the combined portfolio
• View the results in a selected currency by using integrated currency conversion with portfolio testing
• Optimize the parameters of any or all of your portfolio strategies
• Perform Monte-Carlo Simulation
• Perform Walk-Forward Analysis to generate out-of-sample testing results
• Change commissions and slippage and to see the effect of this change on the overall portfolio performance

The following features are found only in Open Portfolio Maestro

• Apply custom money management strategies written in VB.NET or C#.
• Apply your own trading or ranking strategies written in VB.NET or C#.
• Test a strategy on a portfolio that contains data files from third-party data vendors.
• Create custom symbol lists containing data from third-party vendors.