fliesch
06-16-2007, 04:32 AM
I just wrote a simple multiasset trading system. Unfortunately on backtesting only the primaryseries is traded. Is there a way to backtest at least 2 assets together? How would it be in a walk-forward test - I mean applying the system in realtime?
Second question: What kind of bars are possible in NT? Seconds? Tickbars?
Second question: What kind of bars are possible in NT? Seconds? Tickbars?