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Re: Back testing



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André

> Can someone tell me how to back test a filter with MS. Let say I wish to
> see what happened to stocks that crossed upwards their stochastics on the
> 2nd of April 2002. Is there a way (easy!) to select such securities for a
> specific date. My problem is not the crossing of the stochastics but to
> test for a specific back date.

MetaStock Explorer allows you to explore from a particular date rather than
the current date. Edit the exploration and look under "Options".

You can also force an exploration to span a specific number of periods and
("Options" for all explorations), and adjust your exploration  to simply
count events, ( Cum() function ) or to count events relative to other events
such as a date or date range.

The whole concept of my 'Trade Equity' multiple stock testing system is to
use an equity curve indicator as a "backbone", and to measure or count
particular events or price movements through however many periods are in the
scan. The process works just as well with very simple code as very complex.
I have found the Cum() function to be very useful in this regard.

Roy