Backtesting

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  • #51927
    Mandeep
    • Topics: 45
    • Replies: 22
    • Posts: 67

    Hi guys,

     

    Posted a previous post – wanted to understand if its possible to add a stop loss for a rebalancing portfolio backtest.

     

    Otherwise is it possible to have a signal test which also ranks values in a universe of assets?

     

    cheers

     

    Mandeep

    #51931
    Darren
    • Topics: 67
    • Replies: 702
    • Posts: 769

    Hi Mandeep,

    See here for setting up rebalancing strategies:

    https://help.optuma.com/kb/faq.php?id=1022

    #51935
    Mandeep
    • Topics: 45
    • Replies: 22
    • Posts: 67

    Thanks for coming back Darren I’ve been through that but once I set a rebalancing option the ability to add a stop loss disappears or freezes

    is this a restriction ? 

     

    Thanks 

     

    mandeep

    #52023
    Darren
    • Topics: 67
    • Replies: 702
    • Posts: 769

    Hi Mandeep,

    There are no stops when rebalancing – the stocks are replaced every rebalancing period based on the new ranking of your criteria (if they fall outside of that ranking). They can’t be replaced midway through a rebalancing period.

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