TradeStation Portfolio Maestro
Backtest Portfolio - Standard
To backtest a portfolio using Standard:
- Click the Manage
Portfolios icon from the Shortcut Bar.
- Select the name of the portfolio
to backtest from the Name column of the Selections
panel.
- Click the Backtest
Portfolio button. The Backtest Portfolio [portfolio name] dialog
is displayed.
- From the Settings
tab:
- In the Report Name box, enter the name you want to save the report.
If a report name has already been used, you can overwrite the
existing report by selecting it from the drop-down list.
- In the Initial Capital
field, enter the amount of capital to use at the start of the backtest.
- Enter or select the Last Date to specify the ending date for the backtest
- Specify the starting point for the backtest as either the [ ] number of (days,weeks,month,years) back from the Last Date or a specify the actual First Date to test.
- Select Standard
from the Backtest Type
drop-down list. See Backtesting
Portfolios for more information.
- From the Strategy
Inputs tab, enter any new Values
to use for strategy inputs in this backtest.
- From the Ranking tab, enter any new Values to use for ranking strategy inputs in this backtest.
- From the Symbols
tab:
- Select the Exclude
check box for a symbol to prevent it from being used in this backtest.
To exclude all symbols, click the Exclude
All Instruments button.
- Select the Create
Chart check box to create a chart for this symbol during
the backtest. To create charts for all symbols, click the Create All Charts button.
- Click the Perform
Backtest button to start backtesting the selected portfolio.