fortyfour
189 posts
msg #113686
- Ignore fortyfour |
5/24/2013 5:06:05 PM
I am wondering if there are ways to run simple studies on weekly data in stockfetcher or stratasearch backtesters.
I can possibly see a workaround here on stockfetcher and run these tests over the weekend.
Something like running this on a Saturday: "Weekly rsi(2) 1 week ago below 20 and weekly rsi(2) above 20".
Then, setting exit to "maximum hold of 15days". This would give results in a daily format as usual but if
I download to Excel i can use the default 5,10, my 15, 25 and 40 day gain/loss columns to roughly evaluate
this strat. Max drawdown can give me a feel for MAE .
Haven't thought this through much but wondering if there is some "aha" capability in stockfetcher or SS that I am missing.
Thanks.
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