Backtesting across symbols

To check whether the strategy settings have fit too much to a single asset of historical data, it is a good habit to test the same strategies across similar assets. In this section, we are going to do the following:

• Understand the TradeStation stock symbol universe
• Produce a ROA report in Excel
• Produce an equity line chart in Excel

TradeStation stock symbol universe

The TradeStation stock symbol universe, as of February 2024, is summarized in Table 4.1:

Exchange	Tickers Available
NYSE	3033
NASDAQ	3200
AMEX	355
ARCX	2110

Table 4.1 – TradeStation stock symbol universe

As you can see in Table 4.1, there are...