Disliked{quote} uuummmm..... so you are saying that the only problem is that you can't test the portfolio as whole? why don't you download EA Analyzer from Strategy Quant ? it's free and you can just combine your back test results from each pair to achieve the results of portfolio back test (with equity curve / Sharpe ration / draw down / R:R and every thing else) you can even make arrangement in what if section and apply your MM rules to the whole portfolio equity curve i think trying it is better than forward testingIgnored
didn't know that you can simulate a portfolio by combining multiple individual test results !
I was planning to produce an MT5 version for portfolio testing.
I will give it a try tomorrow. I hope it works as you described.
Thanks for the information.
No guts, no glory