portfolio of systems testing

Wealth-Lab Developer can do all this. WLD2 comes with over 600 example systems. Do give you an idea of what kind of systems are included:

1. Automated Walk Forward Optimization
2. Self Tuning Systems based on the Equity
3. Automatically create portfolios out of portfolios
4. Symbol rotation (out of a portfolio of XX stocks, buy the X stocks that have the lowest RSI reading)
5. Use real money management on the portfolio (EOD and ID data)
6. Write your own MM rules and use it on the various systems.
7. WLD2 runs with various real time and EOD data vendor
8. and so much more...

Let me know if you have further questions.
 
WL has overtaken TradeStation. The features announced for TS7 are basically bells-and-whistles for day traders and wholly lacking in vision. By the way, does anyone know if WL provides an interface to the data feed stream, and if not, do they plan to do so in WL3?
 
I might add that even TS7 will not completely restore the features that were ripped out of TS 2000i. Maybe TS will get back to the future in TS8. The worst part is that one cannot import external data sources and yet they refuse to provide a data feed with a comprehensive set of market indices.
 
Does anybody know if WL is able to "export" a system's signal (..."buy ES at 900, quantity: 3") to an other application (for example an app that would execute orders sending them to IB) ?

I mean... is it possible to use WL for real intraday system trading ?


thanks
 
Hallo RapidEye.

WLD3 will be released very soon and it will have the automated trading execution for real time data with IB included.
 
You can combine systems in EZLanguage in TS2000. The backtest report will tell you which system entered and exited at which date/time. You can set it up so it adds positions or puts the whole amount on one trade at a time. You can export optimization results to Excel or a 3D viewer for data viewing and massaging. With the appropriate add-ins you can apply multiple systems to multiple issues although I don't know what you are going to do with all the reams of data after you get it.

Max
 
Max.

Combining equity curves is not real portfolio level backtesting. TS can not do this, any software can test differnet systems with different individual markets and export the results into an excel sheet. There you can combine the results, which is NOT real portfolio level backtesting. Further more TS2000i is not sold in the US anymore and yes one would need add ons to do the minimum. :)
 
Some more questions...


Is it possible to feed WL with data from myTrack for intraday trading ?


Could I have a portfolio of stocks/futures, each one being traded by a different system ? I mean ... I know that I can backtest a system on many stocks ... but is it possible to run different systems at the same time, participating in an real trading session ?


many thanks
 
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