Run it against a watch list. If your single stock is representative of its sector, you might try including other stocks in the same sector. Conversely, you might try offsetting it by including stocks with "opposite" behavior to counter the drawdowns (typically at the expense of reduced peaks also).
Create your own watchlist, or use one provided by your data provider (e.g. components of the S&P 500, etc). Use portfolio backtester from AA window. Alternatively, if you don't want to maintain a watch list, add logic to only Buy if the symbol belongs to a chosen sector/industry/whatever, then run against all symbols. If you've managed to capture a generic pattern you could apply it to all stocks in the database in search of as many signals as possible. The combinations are endless, and 'best' is subjective. Mike --- In [email protected], "lucianomt" <lucian...@...> wrote: > > I've developed a trading strategy and have tested/optimized it using one > stock. What is the best way to test it with a list of stocks? > > I don't have a portfolio allocation logic, I just need the aggregate numbers > for all the stock on the list. >
