Turbo charge your TradeStation strategy development and portfolio research today!

Have you ever wanted to automatically apply a trading system to every Futures market over several input combinations and get portfolio results in just minutes? Have you thought about testing an intra-day system on every stock in the S&P 500 on more than a year of data?

    Automated Testing Across Many Input Combinations and Time Frames - Portfolio Optimization

Have you ever thought of testing a trading system on 100 stocks on 10 years of data across 20 different input combinations? What if you could sift through thousands of system/market combinations selecting and ranking them by performance criteria that are important to you?

Then choose from a variety of money management strategies and use 3D performance graphs to enhance your systems in a fully integrated environment. In addition to testing over different inputs and many markets, wouldn’t it be great if you could effortlessly test your system across different time frames to see at which frequency you should be trading?

Those who answered 'Yes' to any of these questions are ready for the next generation in portfolio testing automation, analysis, money management, and performance graphics.

PortfolioStream's long awaited set of automation, analysis and optimization capabilities turns TradeStation into the ultimate system development and Portfolio Backtesting Platform! Here are just a few of PortfolioStream's powerful features

Build Custom Baskets for testing.   Enter a large number of securities into the Custom Symbol List Manager that can be saved then open and run any trading on all of the symbols, automatically saving all of the results to the database.   This lets you create baskets of your own design that can quickly be recalled on which to apply a system .

Unprecedented System and Portfolio Testing AutomationAutomate the Testing and Optimization of systems on hundreds of securities to the PortfolioStream's database for viewing at your leisure. Our easy to use strategy application interface lets you decide which system, input values, symbol list, and timeframes with which to run a study. Our highly flexible database architecture lets you decide whether to save the substantial amount of performance data you will generate to new databases or append the data to existingEffortlessly test systems on large baskets of securities across multiple time frames for more effective trading system development and research. By utilizing the ability to test across time frames, inputs, and markets simultaneously you can literally complete studies that would previously take weeks to run by hand in a few hours.

    PortoflioStream supports the most powerful money management testing available!

Apply Money Management strategies and test different leverage scenarios to any portfolio created in PortfolioStream. Because on of the most critical elements to testing a portfolio is how much capital you risk on each trade, PortfolioStream contains a large library of public domain money management strategies that you can test with your portfolios. Choose from several well-known strategies such as fixed fractional, asymmetrical leverage, percent volatility and risk, optimal and secure f, and many others. You can also optimize money management inputs (such as the percent of capital to risk on each trade) across several inputs to view many different scenarios. Once you have created a new portfolio with money management applied you can easily save the report so that it can be viewed later.

    Powerful 3D and Performance Graphing Capabilities

View in 3D the performance of systems across parameters applied to several markets in one graph. Imagine viewing literally a hundred different portfolios (inputs), each applied to 100 markets all in one picture! This 3D graphing capability gives you unprecedented power to view the robustness of a trading strategy over so much data.In addition to 3D displays, a whole array of performance graphs are available displaying almost every imaginable performance statistic including equity curves, VAMI charts, rolling monthly returns, underwater equity drawdown, and return distribution histograms. And if that’s not enough all equity curve data is easily exported so you can build your own custom graphs in Excel.

    Flexible Custom Portfolio Design

We have given PortoflioStream the most flexible portfolio building and editing capabilities ever available for TradeStation users. You can use PortoflioStream’s Custom Portfolio Viewer to create portfolios from any of the individual system market combinations that are saved during strategy applications. In addition, you can combine whole portfolios together to create “super portfolios” that are composites of different previously saved portfolios. In addition, PortfolioStream’s powerful editing capability lets you manipulate the date range of the portfolio and the amount of initial capital on the fly. Use Portfolio Explorer to create a portfolio with a desired performance out of the markets on which your system ran.

    Performance Filtering and Sorting

Filter and Sort Performance for system parameters that meet your criteria. Search by many popular performance ratios including Sharpe Ratio, Net Profit, Average trade, Maximum Drawdown, Profit Factor, and others. For example, you can query your database to find a system/portfolio combination that meets multiple criteria such as an average trade over $500 and a Profit Factor greater than 2.

    Discover the benefits of PortoflioStream

No other tool ever designed lets users test trading ideas on large baskets of securities over multiple parameters on several years of data.

    Using PortfolioStream you will:

• Save time for strategy back testing.
• Gain the ability to test a system across a large basket of portfolios that would have been prohibitive to test previously by hand.
• Expand your capability to discover and develop successful strategies.
• Increase the possibility to improve your trading performance through better and deeper research.