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True Portfolio Backtesting |
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Rather than simply perform iterative backtesting for each symbol in a portfolio (often called basket backtesting), Seer uses a methodology resulting in true portfolio backtesting. With true portfolio backtesting Seer (and indeed your running logic) is aware of the cash balances and the value of all positions within the account at any time.
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.
Seer makes it easy to do portfolio backtesting - simply add the symbols to the portfolio that's associated with the trading system!
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!
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features & benefits
