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 provides 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
• Change commissions and slippage and to see the effect of this change on the overall portfolio performance
• Use Portfolio Objects written in EasyLanguage to access portfolio state values when they are executed from a Portfolio Maestro Strategy.