Backtesting with several symbols

[legout]

Hello,

I´ve played around a little bit with pinkfish. However, right now I am not sure how to backtest a strategy with more than one symbol for example by choosing a basket of stocks from an universe depending on several factors. Is this possible with pinkfish? If so, can you provide an example?

Thanks so far,
legout

[fja05680]

Update 03/05/2021 - Portfolio backtesting is fully implemented now in pinkfish. Hi legout, Thanks for using Pinkfish. Pinkfish was designed to backtest short term to medium term intraday strategies using daily data, strategies applied primarily to ETFs. That is the niche for Pinkfish. So, one may be able to get Pinkfish to do portfolio analysis (backet of stocks or ETFs) but it isn't baked in at all. I've thought about adding some basic capability, but it isn't very high on my wish list. For this type of backtesting, I recommend using Zipline. It does this sort of thing very well. And there is a really great book just released on how to use Zipline and do this type of backtest. The book is called "Trading Evolved" by Andreas F. Clenow. cheers, Farrell

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On Mon, Oct 7, 2019 at 12:51 PM legout ***@***.***> wrote: Hello, I´ve played around a little bit with pinkfish. However, right now I am not sure how to backtest a strategy with more than one symbol for example by choosing a basket of stocks from an universe depending on several factors. Is this possible with pinkfish? If so, can you provide an example? Thanks so far, legout — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub <#13?email_source=notifications&email_token=ACD3KHWTF2QD3VIZBCQZIR3QNNSJTA5CNFSM4I6HEG3KYY3PNVWWK3TUL52HS4DFUVEXG43VMWVGG33NNVSW45C7NFSM4HQD4NXA>, or mute the thread <https://github.com/notifications/unsubscribe-auth/ACD3KHQ3TNP5Z3OXW5OQMRLQNNSJTANCNFSM4I6HEG3A> .

[fja05680]

I will indeed add this capability in the future, but again, it's not the highest thing on my list.