Programming a strategy that works on a diverse portfolio is not an easy task. Especially one that trades commodities and futures. TradeStation(TM) EasyLanguage is a great tool to get your trading ideas into code, but it is difficult to apply your algorithm one chart at a time. Enter the Maestro. This program can test your algorithm over a large portfolio of different markets simultaneously. Have you ever wondered if your bond strategy would work in the grains? With this guide you can build a portfolio of different symbols and then apply as many algorithms as you want. What if your algorithm does not do well initially. Should you throw it out? No - not right off the bat. Maybe you should optimize one or more parameters across the entire portfolio so see if your algorithm just needs a little fine tuning. If you find a set of parameters that works across a large swath of markets, then you might be onto something.
I will be the first to admit it. Portfolio Maestro(TM) is not easy to set up. What is the use of a powerful tool, if you can't figure out how to use it? Enter George. You may be familiar with my Easing Into EasyLanguage series. Where I gently educate on the use of EasyLanguage with videos and complete code snippets. I use the same approach, videos, screenshots, and code to visually get you started on Maestro. Here are the building blocks of Maestro.Portfolio - a combination of strategies and custom symbol lists.Strategy Group 1 - Combination Trend/Swing with Regime Switch.Custom Symbol List 1 -JYECCL and 20 othersStrategy Group 2 - Longer Term Trend Following System using RSICustom Symbol List 220+ MarketsStrategy Group 3 - Bollinger Based Tactical AlgorithmCustom Symbol List 120+ MarketsCompliant EasyLanguage CodeCreate Strategy with optimizable inputsCreate Strategy with market-by-market optimizationsCreate Custom Symbol List (FuturesSMALLPortfolio)Run BacktestUse market-by-market parameter setsAdjust Strategy Settings to allow optimizationAnalyze ResultsRun Portfolio with Global OptimizationCreate Search Space for each Optimizable InputRun Optimization Genetic Algorithm]Analyze ResultsIncludes over 100 screenshots and free access to George's Maestro video library.