StockFetcher Forums · Backtesting Support · realistic results or time travel?<< >>Post Follow-up
19 posts
msg #117328
Ignore tmuesing
12/11/2013 11:57:43 AM

In Backtesting, Advanced Options, Entry Price and Exit Price,
Both default to the opening price, if your customized price does not fall into the following days range, the opening price is used. BEWARE, In the real world this requires a time machine, going back in time to the open to make your trade. You can't look ahead in time either in the real world. If you could, you could simple put in:

SET{Five%, close * 0.95}

and make 5% on day one with every trade!

or use:

Entry Prce: LOW
Exit Price: HIGH

and make a whole lot of dough with almost any filter!!

So wouldn't it be better to have the Stock Fetcher defaults set to the close?? At least you could be following the time line most of the time!!!!!

Big Tom

976 posts
msg #117329
12/11/2013 12:10:26 PM

We have deleted the duplicate thread with this title.

You are correct that it is very easy to create backtesting scenarios which are impossible from a practical sense. However, it is entirely up to you to determine the feasibility of your test configuration based on your trading requirements.

On the other hand, if you feel the StockFetcher results are incorrect or in error, based on your configuration, please let us know.

StockFetcher Support

StockFetcher Forums · Backtesting Support · realistic results or time travel?<< >>Post Follow-up

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