portfolio simulation

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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smodato
Senior Member
Senior Member
Posts: 27
Joined: Wed Jul 14, 2004 2:53 am

portfolio simulation

Post by smodato »

Hi,
I'm currently struggling with Portfolio stream of RINA and wealthlab to test a system on a portfolio of stocks. Both software leave some doubts and lead to some difficulties to manage the target, what are, in your opinion, the best software to test an idea on a group of symbols whatever format they are? (For example with Portfolio stream it is better to have all data in the global server as using ASCII files leaves calculations bugs in the result), WL on its side manages quite well different format of data but has indoubtable difficulties in programming the codes, if the ideas are simple it is OK ; but once you get to more difficult concepts, even though there are really few limits in WL, it becomes really tough. Moreover I had some discrepancies in the results of scripts and simulator I still was not able to solve.
Thanks for your suggestions.
Bye
Smodato
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