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> At 3:22 AM -0500 1/12/98, WhisprWulf wrote:
> >Does anyone know of software that would allow you backtest using a
> >portfolio of stocks or futures? ( One of tradestations limitations is that it
> >can only test one security at a time ). Any help appreciated,
If you want system testing at the portfolio level there are only two packages
(commercially) available at the moment - Trading Recipes and Excalibur. If you are
satisfied with gettingthe performance ratios of various (single) market systems
consolidated into a portfolio view there are some programs out there. At least I know
"Portfolio Analyzer" from Joe Krutsinger, "Performance Summary Plus" from Rina Software
and "Performance Viewer" from me.
For a general info on "Performance Viewer" see a second mail marked as "advertisment".
Christian Holzner
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