Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Backtesting multiple futures as a portfolio

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Backtesting multiple futures as a portfolio

    Hello,
    Can I backtest multiple futures where each contract has a different strategy and aggregate the backtested results as if it were a portfolio?

    For example if I trade the ES and backtest an MA Crossover strategy, CL with a breakout strategy and 6E with a mean reversion strategy, can I backtest as if they traded simultaneously in the same account?

    Thanks very much.

    #2
    Hi cdalrym100, thnaks for your note.

    The strategy analyzer can backtest one strategy at a time. Note that you can open multiple Strategy Analyzers in one workspace. I will submit a feature request to track the demand for this type of feature in the Strategy Analyzer.

    Thanks in advance for your patience.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by CarlTrading, 03-31-2026, 09:41 PM
    1 response
    42 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by CarlTrading, 04-01-2026, 02:41 AM
    0 responses
    20 views
    0 likes
    Last Post CarlTrading  
    Started by CaptainJack, 03-31-2026, 11:44 PM
    0 responses
    29 views
    1 like
    Last Post CaptainJack  
    Started by CarlTrading, 03-30-2026, 11:51 AM
    0 responses
    46 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 03-30-2026, 11:48 AM
    0 responses
    38 views
    0 likes
    Last Post CarlTrading  
    Working...
    X