Back Testing - How do I change the chart strategy labels from UND1, etc (legend). If I"m running a combo back test I'd like to use short acronyms that reflect the specific strategy. If I run 10 strategies as 1 combo the UND1, 2, 3, 4..... is unmanageble.
As far as I know, that functionality doesn't exist.
As an aside, I would be really careful about extraploating results from a combo using 10 strategies. The chance of overfitting with that many variables seems high to me. At a minimum, do a blind out of sample test looking at the cumlative excess returns vs the index over that time. Also, based on "pennyworld", I assume you are active in microcaps. If so, and especially if you have frequent turnover, I would double check the RW results with an independent price source for Monday/Monday closes. Finally, keep in mind that the RW backtest only approximates what the package would have given you in a real time screen at some date in the past (you can see this by running the same strategy on backtest databases of different vintages). If the usual number of companies is, say, 20+, shouldn't be much of an issue. However, much less than that the differences could be material (and most likely negative).
Sorry couldn't be more helpful.