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Backtesting Support · backtest choices
mhaasdyk
msg #106427
5/26/2012 1:18:38 PM

When I backtest the results of a screen the picks many more than the maximum 25 per day, what criterion does the backtest use to choose the 25 listed?
It doesn't seem to be by price or by volume.
Rene

Backtesting Support · Backtest entry
mhaasdyk
msg #101580
7/11/2011 11:59:58 PM

So I can't indicate a price less than or greater than, just a specific price?

Backtesting Support · Backtest entry
mhaasdyk
msg #101553
7/10/2011 11:06:58 PM

Hey, folks, when I make a backtest entry as follows:

set{entry,open is less than close 1 day ago}
entry


Without the box checked I get 700 or so entries but with the box checked I get no entries, that is, the box that says not to enter if the criteria is not met the next day. I'm obviously doing some thing wrong. If, instead of using the term "close 1 day ago" I just use the term "close" I'm actually referring to the close of the day of the entry?

Backtesting Support · Intraday
mhaasdyk
msg #101069
modified
6/4/2011 5:39:59 PM

I gather that SF doesn't use intraday pricing in backtesting and therefore a trailing stop is not possible?

Backtesting Support · enter 2 days after filter pick
mhaasdyk
msg #100289
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?

General Discussion · comparative relative strength
mhaasdyk
msg #98695
1/21/2011 7:48:01 PM

If I search for only those with comparative relative strength(^DJI,9) less than 1, I get 9000 or so results but all the charts show CRS going to zero at the end of last year. why would that be?

General Discussion · comparative relative strength
mhaasdyk
msg #98694
1/21/2011 7:39:34 PM

Why does comparative relative strength go to zero at the end of last year on all the charts?

General Discussion · comparative relative strength
mhaasdyk
msg #98646
1/18/2011 10:52:24 PM

I ask for CRS against dow at less than 1 and I get 9000 or so results, then above zero I get none and below zero and still get none. I'm confused

Backtesting Support · Entry Price Parameter
mhaasdyk
msg #85485
1/4/2010 12:19:19 AM

forget that last request folks, the help desk says the backtest won't accept the last line

Backtesting Support · Entry Price Parameter
mhaasdyk
msg #85474
1/3/2010 8:26:39 PM

on that same subject, I'm trying to use the following backtest entry parameter:

set{var1, close 1 day ago * 1.04}
var1
and open is less than var1

I want to enter at 4% above yesterday's close but only if the open is below that value and rises up to it. When I run this I get almost no trades. Any ideas?

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