Portfolio Backtester [MS]

2020년 9월 6일

Portfolio Backtester (with rebalancing) for any assets you choose.

Simple to use, input any assets and their percentage allocations, choose a rebalance interval, then see how that portfolio performs over time.

To compare two or more portfolios, add this indicator multiple times, click and drag one on top of the other (into the same pane), then pin both to the same scale.

Its recommended to view this "indicator" on an asset with lots of historical data in order to have the most flexibility in a Start Date. Calculations are limited by chart you're viewing.

Settings
• Input the portfolio's assets
• Input the assets' allocations
• Input start and end dates
• Set the initial capital investment
• Set the rebalancing period (visualized as dots on the chart)
• Display Performance label
• Display Rebalancing labels


Things To Note
• The Start Date will be the later of the date you enter and the first candle of the chart you're viewing.
• If an asset's data doesn't exist at the start or any rebalance, it's percentage allocation will go to cash.
• The backtester calculates purely on asset price, and does not take into account any commissions, fees, dividends, or any other extra additions or deductions.


Version 1: only supports whole-shares, and not fractional-shares of assets.


PM us with any questions about this indicator.

2021년 5월 12일

릴리즈 노트

Cleans up Settings window and allows for color selection.

2024년 5월 14일

릴리즈 노트

Update to PineScript v5