Is it possible to view MSB Optimization results by symbol in Portfolio Simulation mode?
Author: kostas
Creation Date: 11/17/2014 3:54 PM
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kostas

#1
Hi,

just discover that when we make optimization for whole dataset in Override mode we don't get the split by symbol, only for whole dataset.

f.e. if we make optimization in any other possizers we will get the result with split by symbol.

Is it possible ot get by symbol result?.


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kostas

#2
and please see the attached sreens
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Eugene

#3
Hi,

No. In Portfolio Simulation mode (MSB, multi-symbol backtest), portfolio exists as a whole. But why do you think you need it?
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kostas

#4
Wealth is the greatest backtest tool. and sometimes i need a little bit more.

I have some strategy with coded MM (money management, i.e. SetShareSize).
I create special DataSet with symbol wich I interest and would like to know where it's work or not on different timeframe and etc.

# of combination is not issue because it's not so big. But as I understand it's not possible..
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