Performace Report for Multiple Strategies

Sweetlettuce

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Can someone recommend an easy way to combine a performance analysis of multiple strategies across multiple symbols to produce one combined report?

Thanks in advance.

SL
 
Most backtesting software allow you to generate a combined performance analysis of several trading strategies. I am using Genesis Financial Trade Navigator www.genesisft.com to produce combined reports.

I don't know of any easy way to do that manually.

Markus
 
Its one of the major flaws of tradestation that it can't do this UNLESS you buy Rina's add on (which I believe is a cool $3,000).
However I have found that manually doing it yourself will help you much more than a machine pumping out stats - it gives you a greater feel for the portfolio system as well.

Personally I write my own export code and do the analysis in excel anyway - in my view excel is a very good tool for this.
 
Sweetlettuce said:
Can someone recommend an easy way to combine a performance analysis of multiple strategies across multiple symbols to produce one combined report?

Thanks in advance.

SL

I do all analysis by hand in a notebook.
I need to feel the figures, but then I am an old fashioned kind of guy.
 
I guess I need to dig in and do it in excel myself. I only trade 2 strategies so it should not be to bad. I suspect it will only take me 5 or 6 thousand hours. But in the end I will understand it better. Thanks.

I ain't paying RINA that much for it even if it takes me 10,000 hours. I'll show them.
 
I use Rina now, Portfoliostream is impressive but I do not feel it is worth the money. Portfolio Evaluator is much more basic but Portfoliomerge from another company, do google search, is a much more cost effective alternative and worth a look as they will give you a demo version free that allows you to combine 5 product results from TS.
 
Thanks TWalker. I did a google search, but did not have much luck. I did come up with this product from EnableSoft, but it does not look like it is designed for merging Performance Summaries.

Would you be so kind as to see if you can find out the web address of whoever makes this software.

twalker said:
I use Rina now, Portfoliostream is impressive but I do not feel it is worth the money. Portfolio Evaluator is much more basic but Portfoliomerge from another company, do google search, is a much more cost effective alternative and worth a look as they will give you a demo version free that allows you to combine 5 product results from TS.
 
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