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Posts: 2

Topic: How can i handle this

I want to have an portfolio with for example 10 strategies with 10years backtest data. 10 strategies with 5 years backtest data . 10 with 2 years and 10 with 1 year backtest data.

So i have created for each backtest time my collection. And now how can i handle it that i can put in all in one from my backtest times. i know that it will make bad balance curve. But i want to try it out.

Re: How can i handle this

You can create and test the strategies on the data you want separately.
Set the Data Horizon for 10 years and create the first 10 strategies.  When you are ready, add them to the portfolio.

Do the same for the other data series.

When the portfolio is ready, "calculate" it and export the Portfolio Expert. You are right the Portfolio curve will not be best because it will be calculated on one data series. However, it doesn't affect the exported Portfolio Expert code.

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