StockFetcher Forums · Backtesting Support · enter 2 days after filter pick<< >>Post Follow-up
mhaasdyk
12 posts
msg #100289
Ignore mhaasdyk
4/16/2011 8:18:58 PM

If I want a backtest to specify an entry 2 days after a stock shows up in a filter based on the price action 1 day after the filter is run as per this example
the filter:
price is between 10 and 20 2 days ago
and close has been increasing for 2 days 2 days ago
now I want to put in a limit buy before open, that specifies no more than 5% above the low 1 day ago, that would be yesterday.
I write the following entry filter:
set{max,low 1 day ago*1.05}
set{entry,open is less than max}
entry

I'm not getting good results, only entering 1 trade out of a possible 45, any advice?

wantonellis
102 posts
msg #100292
Ignore wantonellis
modified
4/17/2011 7:48:12 AM



StockFetcher Forums · Backtesting Support · enter 2 days after filter pick<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus