Hey All, is there a way that you can backtest as a portfolio whole? For instance, say you have 3-4 different strategies that run on different asset classes, but you want to view the performance of how they would perform as a portfolio. So again just to clarify, if you has 3 serperate strategies running, one on equities (say the SPY) and one on bonds (AGG) and one on commodities (RJI) as an example.

I have found that i need to run each one independently of one another and just use portfolio percentage and just do the math seperately. Not the end of the world but would be nice if i could just have one test result.

Thanks for your help

Sure there is!

Wealth-Lab 6.2 User Guide > Strategy Window > Combination Strategy

But wait, there's more!

The same feature allows you to:

1. Combine multiple strategies on multiple portfolios (just uncheck "Use default DataSet")
2. Run multi-strategy backtests using multiple time frames (see #1 and specify DataSets with different Bar Scale e.g. System 1 on 5-min Fidelity data, System 2 on Weekly Yahoo! data etc.

Ain't it cool?

Stumbled onto this old topic and decided to add the missing bit:

3. Run multi-strategy backtests each having its own position sizing