Visual Guide to Learning Portfolio Maestro(R)
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Visual Guide to Learning Portfolio Maestro(R)

Visual Guide to Learning Portfolio Maestro(R)


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International Edition


About the Book

Programming a strategy that works on a diverse portfolio is not an easy task. Especially one that trades commodities and futures. TradeStation(TM) EasyLanguage is a great tool to get your trading ideas into code, but it is difficult to apply your algorithm one chart at a time. Enter the Maestro. This program can test your algorithm over a large portfolio of different markets simultaneously. Have you ever wondered if your bond strategy would work in the grains? With this guide you can build a portfolio of different symbols and then apply as many algorithms as you want. What if your algorithm does not do well initially. Should you throw it out? No - not right off the bat. Maybe you should optimize one or more parameters across the entire portfolio so see if your algorithm just needs a little fine tuning. If you find a set of parameters that works across a large swath of markets, then you might be onto something.

I will be the first to admit it. Portfolio Maestro(TM) is not easy to set up. What is the use of a powerful tool, if you can't figure out how to use it? Enter George. You may be familiar with my Easing Into EasyLanguage series. Where I gently educate on the use of EasyLanguage with videos and complete code snippets. I use the same approach, videos, screenshots, and code to visually get you started on Maestro. Here are the building blocks of Maestro.

  • Portfolio - a combination of strategies and custom symbol lists.
    • Strategy Group 1 - Combination Trend/Swing with Regime Switch.
      • Custom Symbol List 1 -
        • JY
        • EC
        • CL and 20 others
    • Strategy Group 2 - Longer Term Trend Following System using RSI
      • Custom Symbol List 2
        • 20+ Markets
    • Strategy Group 3 - Bollinger Based Tactical Algorithm
      • Custom Symbol List 1
        • 20+ Markets
  • Compliant EasyLanguage Code
  • Create Strategy with optimizable inputs
  • Create Strategy with market-by-market optimizations
  • Create Custom Symbol List (FuturesSMALLPortfolio)
    • Run Backtest
    • Use market-by-market parameter sets
    • Adjust Strategy Settings to allow optimization
  • Analyze Results
  • Run Portfolio with Global Optimization
    • Create Search Space for each Optimizable Input
    • Run Optimization [Genetic Algorithm]
  • Analyze Results
Includes over 100 screenshots and free access to George's Maestro video library.


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Product Details
  • ISBN-13: 9798857480786
  • Publisher: Amazon Digital Services LLC - Kdp
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Sub Title: Take Advantage TradeStation's(TM) Most Powerful Tool
  • Width: 178 mm
  • ISBN-10: 885748078X
  • Publisher Date: 16 Aug 2023
  • Height: 254 mm
  • No of Pages: 92
  • Spine Width: 5 mm
  • Weight: 227 gr


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Visual Guide to Learning Portfolio Maestro(R)
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