TracerTrader
5 posts
msg #151797
- Ignore TracerTrader |
4/10/2020 3:59:26 PM
Hi there,
If I have a simple strategy and want to back test it using entry point that is buying into the close and selling at the opening of next day session. Is there anyway to do that?
Any help would be appreciated!
Thanks
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xarlor
581 posts
msg #151800
- Ignore xarlor
modified |
4/11/2020 12:49:45 PM
Say your strategy is to buy at the close if the close is below the lower Bollinger and sell at the open the next day. Here is how you would represent this as a backtest in SF:
Edit: Corrected Line 5.
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nibor100
1,031 posts
msg #151804
- Ignore nibor100 |
4/12/2020 2:06:48 AM
@ xarlor,
should "set{PercentChange1,open / close}" be
set{PercentChange1,open / close 1 day ago} ?
Thanks,
Ed S.
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xarlor
581 posts
msg #151806
- Ignore xarlor |
4/12/2020 11:43:50 AM
Why yes. Yes it should. Corrected in the original post. Thanks nibor!
Also, the "$" doesn't show up in the column label. I'm not aware of any escape characters on SF to get around this, but it doesn't affect the actual filter.
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