Adding Strategies to a Strategy Group

A strategy is used in Portfolio Maestro by adding it to a Strategy Group. To generate a useful analysis, you must have both an entry strategy and a matching exit strategy. (Some strategies may include both entry and exit components.)

1. Select the Manage Strategy Groups icon.
2. Click the Add Strategy button. The Add Strategy dialog is displayed.
3. For EasyLanguage strategies, select the EL Strategy tab.
4. Select a check box next to the desired strategy to add it to the strategy group. More than one strategy may be selected; however for it to be valid a strategy must have both an entry and an exit.
5. Click OK when finished. The strategies are displayed in the Contents panel.

Strategy Pairs

More than one strategy may be selected; but to generate backtesting results, your strategy groups need to include strategies that generate a both entries and an exits.  

Example

If you select MovAvgCrossLE entry, you could use MovAvgCrossLX to exit. Acceptable entry and exit pairs are:

Entry Type		Exit Type
Long Entry	LE	Long Exit	LX
Long Entry	LE	Short Entry	SE
Short Entry	SE	Short Exit	SX
Short Entry	SE	Long Exit	LE

Reminder: a strategies in a group must trade during the course of the portfolio backtest to produce usable performance results.