Wrote a python algo with manual subscription to one equity as I learned from the bootcamps. Would like to test it on the top 50 stocks by dollar volume to get a better idea of how it performs in general.

It appears a course universe filter could populate the symbol space with these, however, want to allocate the full account balance to each one, and not trying to choose from amongst several issues to trade.

Been reading documentation but have no clue how to backtest on a list of symbols except by changing the symbol before running a backtest, which is tedious.

Of future interest as well is optimizing parameters on in-sample data then testing on out of sample.

Assuming I'm missing a LOT when it comes to backtesting; trying to get up to speed with what is possible so I don't waste time manually plugging things in. Any resources, sample code, advice etc appreciated!

(May be worth noting the expanded capabilities of backtesting locally? Assuming a local installation is far more powerful but as yet unsure how much so!)