Benchmark Return in a Trading System Simulation

After adding this money management script to your trading system, you will be able to display the benchmark return in the simulation report table and the benchmark time-series in simulation graphs. This allows you to compare your strategy equity or rate of return against a benchmark such as a market index or an ETF (Exchange traded fund).

To add a money management script to a trading system, update the trading system, select "Money Management" tab, click on "Add an existing ..." then select the "Benchmark Return in a Trading System Simulation" item.

Before running a simulation, enter the ticker symbol of the benchmark (Example: ^GSPC for the S&P 500 Index, ^DJI for the Dow Jones Industrial Average or ^RCMP for the NASDAQ Capital Market Composite).

After the backtesting process is complete, you will see a new "Benchmark Return" column in simulation report table (Next to "Report" column).

To display the benchmark time-series, select "Benchmark" in the "time-series" list (in "Summary" tab) then drag and drop it on the chart.

Technical Analysis

• Volume Accumulation Trend Line
• Output metric for each trading year
• Big Up Gap
• Estimation of the Hurst Exponent - Trading Indicator
• NYSE Advances and Declines
• Oversold Stocks - Relative Strength Index - Market Timing Indicator
• Maximum Drawdown Composite Indicator
• Least Squares Regression Line
• Equal Weighted Index
• Gap Up Opening
• More trading objects...

Fundamental Analysis

• Industry Equity
• Announced Stock Splits
• Short selling composite
• NYSE - Corporate Actions
• Balance Sheet Data
• Market Cap Historical Data for the US Stock Market
• Industrial Production Index - IPI - Historical data
• ADS Business Conditions Index
• iShares Exchange-Traded Funds - ETF Fees and Expenses
• Gross Domestic Product - Historical data
• More trading objects...