Portfolio Simulation

[Flexo]

Hi, I have a trading strategy in mind but I was wondering if ThinkScript is capable of studying the strategy over an entire portfolio of securities, holding multiple positions simultaneously and the equity reflecting the rise and fall of these positions.

Thank you

 

[BenTen]

The backtesting features in ThinkorSwim are very limited. Probably not possible for most of the tasks you mentioned.

 

[Flexo]

Hi, probably not or do we know definitively not? Can anyone else chime in on this? I really need to know for sure before I invest the time to deep dive into thinkscript.

thank you

 

[rad14733]

Backtesting is only possible on a per symbol basis... You would have to backtest each symbol over the same time period and compile overall results from the group... Your request is beyond the scope of TOS in its current form... And I highly doubt that it will ever be capable of the scenario you have described... Now, that isn't to say that you couldn't custom code something along those lines using an API...