StockFetcher Forums · Backtesting Support · BackTesting: Open Only If More/Less Than Close The Day B4<< >>Post Follow-up
SFMc01
340 posts
msg #64411
Ignore SFMc01
6/27/2008 1:10:01 PM

I want to backtest certain filters that ONLY Buy if the Open is GREATER than the day before. It is important to my backtest that the Buy is only based on the opening bar and not what happens later in the day.

Similarly, I want to backtest certain filters that ONLY Sell Short if the Open is LESS than the day before. It is important to my backtest that the Sell Short is only based on the opening bar and not what happens later in the day.

I have not been able to accomplish the above. Does anyone have a specification that they know works?

Thank you .... Steve

priceflip
4 posts
msg #96026
Ignore priceflip
9/5/2010 8:05:23 PM

IDK I am looking to do the same thing. Hope someone knows how to set this up.

wantonellis
107 posts
msg #96032
Ignore wantonellis
modified
9/6/2010 9:56:28 AM



StockFetcher Forums · Backtesting Support · BackTesting: Open Only If More/Less Than Close The Day B4<< >>Post Follow-up

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