arimont
57 posts
msg #130197
- Ignore arimont |
8/1/2016 6:15:24 AM
I keep reading that Backtesting is no longer available on SF, but when I use the "offset is x" in my filters it gives me results AS IF I was running them x days ago, including the following days data, which gives me the possibility to see how a filter performed x days ago and see if it worked or not.
Isn't this what Backtesting is all about?
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marine2
963 posts
msg #130204
- Ignore marine2 |
8/1/2016 1:59:51 PM
Not sure if you were a subscriber here when SF had their full detailed backtest tool available for all of us? If you weren't it was a very comprehensive program that allowed the user / backtest user to put in variables that would meet our individual needs and interests. It gave you results in different ways like listings or by colored charts to which you could choose a symbol out and look at it more closely. One of the features it backtested was not only your entry point filter info but also you could let it know when you wanted to exit the buy or sell (depending on if you were going long or short with your filter). It was a very useful & needed tool for all of us when we go to create a new filter. Apparently because it cost SF too much money to maintain and run as a tool for us SF decided to drop the backtesting feature for this site. There are other mini ways to backtest but nothing as detailed and as nice as the one they previously provided.
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Kevin_in_GA
4,599 posts
msg #130207
- Ignore Kevin_in_GA |
8/1/2016 4:28:58 PM
The loss of SF backtesting was a shame, even though I personally used it rarely. There are better system development tools (e.g., Stratasearch) that are far more comprehensive than what SF offered. They essentially offer no backtesting capability now, since you cannot define any exit criteria in the "Filter Performance" capability.
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arimont
57 posts
msg #130216
- Ignore arimont |
8/2/2016 8:31:39 AM
Ok, thanks for the replies.
Is there a way to set a filter to a previous DATE instead of x days back like "offset" does?
For example, show me a filter as it would be on 1 Sept 2015?
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four
5,087 posts
msg #130224
- Ignore four
modified |
8/2/2016 10:18:56 AM
offset 8/1/2016
Use the date instead of # of days to offset.
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arimont
57 posts
msg #130246
- Ignore arimont |
8/3/2016 3:34:59 AM
Thanks Four.
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