New Equity Curve Testing

Optuma Desktop Feature Requests
1

Hi guys

I believe having an ability to create a index or symbol based on your backtest would really support potentially equity curve testing. This would provide new invaluable insights on multiple strategy management.

E.g. If I have a golden cross strategy on S&P500. I have the ability to create a symbol for this equity curve and then can choose to trade it or not based on its current performance. Take for instance I will not trade any equity strategy which is below its 200ma or in a 25% drawdown etc.

cheers

Mandeep

 

2

Hi Mandeep,

That is something which we are building into our new web based testing products. Probably still a year away.

All the best

Mathew