StockFetcher Forums · Filter Exchange · Daily equity data from backtest<< 1 2 >>Post Follow-up
jimmyjazz
99 posts
msg #117897
Ignore jimmyjazz
1/26/2014 11:32:07 AM

Can somebody point me in the right direction to get the daily equity data (cash + holdings) from a backtest? I don't want it broken out on a per-trade basis, I want to see the daily progression of the simulation.

Kevin_in_GA
4,549 posts
msg #117898
Ignore Kevin_in_GA
1/26/2014 12:13:22 PM

Not sure what the issue is - when you look at the back test results, there is a tab called "equity summary" that gives you your account balance by day.

jimmyjazz
99 posts
msg #117899
Ignore jimmyjazz
modified
1/26/2014 12:26:49 PM

That file includes multiple rows per date, and skips days, presumably when no entries or exits trigger. I just want the account value at the close every day. Not possible?

jimmyjazz
99 posts
msg #117907
Ignore jimmyjazz
1/27/2014 9:21:40 AM

So I received word from Stockfetcher that this feature doesn't exist.

Seriously? It's possible to DRAW an equity curve but I can't have the data?

Somebody please tell me they've figured out an easy workaround. This is ridiculous.

stockfetcher
963 posts
msg #117909
1/27/2014 9:44:43 AM

To be clear, you are the first to request this feature. We responded, via email, that the feature doesn't exist. However, again, as indicated in our email response, we are passing this along to our development team.

Unfortunately, we are not sure what is "ridiculous" about the fact that we do not presently have a feature that has not been requested of us previously. This may be a glaring omission in the product; however, keep in mind that a single request over the past 13 years for a feature makes us wonder.

All said, we certainly will look into adding this feature, but we would appreciate some understanding that StockFetcher may not contain all of the functionality you run across the need for. We have our processes for evaluating requirements and determining overall community need for new functionality we add to StockFetcher.

Thank you for your understanding.

Tom
StockFetcher Support


jimmyjazz
99 posts
msg #117910
Ignore jimmyjazz
1/27/2014 9:56:13 AM

I stand by what I said. The single most important output of backtesting, at least for most people, is the equity curve. I can see it, but I can't have it as data, even though you provide reams of data for the individual trades.

Yes, I think it's a glaring omission. I'm very surprised nobody has asked for it -- to the point that I feel they must either have a workaround or perhaps that it exists but I'm just not seeing it.

This is a good site but I have seen many, many examples of odd and unhelpful user support. It's unfortunate.

stockfetcher
963 posts
msg #117911
1/27/2014 10:15:11 AM

Unfortunately, we are not sure what additional information we can provide for you. We are sorry that the feature you are looking for does not exist.

Additionally, we are sorry that you have seen and experienced such poor support at StockFetcher. As a founder of StockFetcher, I can say, without any hesitation, we have always worked hard to respond in a timely, complete and honest manner. We pride ourselves on the support we provide.

However, we are sorry if you feel the lack of support you have received has hampered your use of StockFetcher. We attempt to provide the best service we can. Ultimately, we fully realize it is your decision to be a StockFetcher subscriber.

Tom
StockFetcher Support



jimmyjazz
99 posts
msg #117918
Ignore jimmyjazz
1/27/2014 11:08:05 AM

It's OK, the site and service definitely has value.

Riddle me this -- how do you draw the "performance curve"? Is that not drawn as account value at the close on a daily basis?

stockfetcher
963 posts
msg #117920
1/27/2014 11:30:54 AM

Yes, that chart is based on the Equity Summary data, as is the "CSV" button on the Equity Summary tab.

Again, our point is not that the data is not there, it is simply that we have never had the request in that format. Our approach has been to provide the most complete data, which facilitates any follow-on analysis.

Tom
StockFetcher Support


alf44
2,025 posts
msg #117924
Ignore alf44
1/27/2014 9:22:56 PM

Tom ...

... you guys have created something special here at StockFetcher and deserve to be commended.

Thank you !!!

.

StockFetcher Forums · Filter Exchange · Daily equity data from backtest<< 1 2 >>Post Follow-up

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