True Portfolio Backtesting

Trading a portfolio of symbols against a single trading system solves two common problems:

• A single symbol trading system might not produce enough trades for the result to be statistically meaningful
• A single symbol trading system might trade infrequently or in bursts, resulting in long periods of trading inactivity, followed by many signals.

Have you ever wanted to rank the symbols in your portfolio and perform actions on the result? Perhaps, ranking your portfolio based on on a percentage price movement together with a technical analysis indicator and take a position on the best (or worst) instruments on a bar by bar basis? Well, with Seer you can. Filters allow arbitrary logic to run against the instruments (or a subset) in your portfolio. The results can be then ranked (positional and percentile), with another filter run against the resulting set.

Seer will backtest and optimize multiple symbols in a single pass ensuring you have the most realistic trading results possible. The Seer engine will cope with pyramiding into and out of positions,missing data, trading system variables, mixing of asset types, and other issues associated with portfolio backtesting including the effect on your account cash balances as multiple orders are placed on the same bar.

Once a trading system with multiple symbols has been backtested you'll be able to view charts with the trades plotted as well as view results broken down by symbol. Changing between symbols is easy, select the symbol from the drop down list or just use the arrow keys!

Tradehistory Charts View the trade history in a variety of formats, including average trade win/loss, Net profit by year/month, Maximum Favorable Excursion, Maximum Adverse Excursion and distribution. You can also export the full history into Excel for further analysis.	Portfolio Charts View active positions in a variety of formats, including drill down by SIC sector, market value and contribution to profit/loss.