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Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
sohailmithani
msg #122965
2/27/2015 9:53:15 AM

Seems like IWM for March. Right?

AGG in Feb did not turn out to be profitable.

General Discussion · survivorship bias in backtesting
sohailmithani
msg #122587
1/22/2015 7:49:21 PM

Will try that.

Thanks

General Discussion · survivorship bias in backtesting
sohailmithani
msg #122577
1/21/2015 4:52:56 PM

Any member of the SF community who has complete database of stocks atleast from 2002 (SF starts from this year)? Please put it as a sharedlist so we can apply our strategies to it.

Thanks

General Discussion · survivorship bias in backtesting
sohailmithani
msg #122575
1/21/2015 4:42:38 PM

I did and hence requested to consider my request. Did I miss anything?

General Discussion · survivorship bias in backtesting
sohailmithani
msg #122573
1/21/2015 4:24:58 PM

"our goal with StockFetcher backtesting is to provide a platform for analyzing StockFetcher filter-results from past dates"

What does this mean. Without good quality of historic data it does not serve the purpose. What am I analyzing and how to place reliance on it. Please explain what exactly you expect us to with SF?
Thanks

General Discussion · survivorship bias in backtesting
sohailmithani
msg #122571
1/21/2015 3:04:08 PM

I was wondering if SF could provide us historic data for stocks to avoid survivorship bias in our backtesting. With testing on only the current list of stocks (in any index) creates this risk and hence, questions the results.

SF can subscribe to any premier service with historical data (all symbols including ones no longer there or delisted) and pass on the charges to subscribers for this service.

It really is important for all work we do and for SF too as if our testing is faulty we lose money and eventually un-subscribe SF etc. which am sure is not their goal either.

Need experts views and concurrence on this. More people request for this better chance they might do it.


Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
sohailmithani
msg #122517
1/14/2015 12:15:16 AM

Hi Kevin,

The REVERSERSI (2,5) or REVERSERSI (2,90) do not work in back test some how. Also, the selection criteria based on R_R also does not work. Any idea how to get these going?

Thanks

Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
sohailmithani
msg #122449
modified
1/1/2015 6:56:53 PM

Thanks again Kevin for the explanation. I still do not get all trades from filter to compare it 100% with your C2 data. May be there were some discretionary trades taken by you.

Also, any guidance on how to back test this filter will be great.

Thanks again

Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
sohailmithani
msg #122442
1/1/2015 1:41:10 PM

Also, Kevin it would be helpful to know how many trades one enters per day (max) to get the best out of it.

Thanks

Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
sohailmithani
msg #122441
1/1/2015 1:11:10 PM

That is very generous of you Kevin.

However, I noticed that trades run through this filter do not match with your C2 trades list. Anything I am missing.
Also, any idea how to back test this filter on SF.

Thanks again

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