rrochon 117 posts msg #42960 - Ignore rrochon |
4/14/2006 5:13:11 PM
I have a watchlist with my favorites in it and I have it linked to a Muddy filter. I can do a date offset to see what the filter has done since a particular date, but how do I do a backtest using the watchlist from a specific date?
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glm47 51 posts msg #42971 - Ignore glm47 |
4/15/2006 7:01:46 PM
In the Basic Setup are of the backtest setup page use the Start and End dates.
The standard SF subscription has a 4 month limit on backtesting though. So for long backtest periods you will need to run multiple tests to get a full set of results. The advanced subscription has a two year backtest limit if I recall.
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rtucker 318 posts msg #42992 - Ignore rtucker |
4/16/2006 11:33:50 AM
By any chance Dick, are you tring to get Cegis backtest method to work with
"price 100 days ago touched lower bollinger band(20)" with a "look back offset" such as 5/1/05? If so, I could never get this to work either. I use "rsi(2) 100 days ago < 5" and draw bollinger band(20) to rough it.
If this isn't what your tying to do then, never mind.
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