StockFetcher Forums · Filter Exchange · How to duplicate SF backfilter performance?<< >>Post Follow-up
51 posts
msg #42549
Ignore glm47
3/27/2006 12:04:54 AM

When backtesting filters I often use a maximum of 10 open positions and no more than 4 trades in a day. Now, if I wanted to paper trade the filter results to see if I could duplicate the performance, how would I know which stocks to pick?

What I would like to know is how the SF backtest tool decides to make its picks. Lets say the filter returned 15 eligible picks for a particular day but my rules allow only 10 trades for the day, how does it pick the 10?

I looked at the 'Trades' log for some of the backtests I have done but I cannot see a pattern. My guess is that it uses the first 10 stocks that meet the criteria.

Im going to peruse the SF User Guide again to see if I can find the answer, but does any of you guys know the answer?


124 posts
msg #42558
Ignore heyen
3/27/2006 9:08:42 AM

use on advanced tab of backtests
"select by RSI(2) ascending / descending" or
"select by slow stochastic(15,3) %D ascending / descending"
and limit to 1 or to 2 picks a day to see how
the results change. also you might want to test your
filter with
date offset 2
add column rsi(2)
add column rsi(5)
add column slow stochastic(15,3) %D

to sort the results and get a feeling for dependencies of
performance to a specific situation/oscillator/indicator.
i reached performance increases above 100% that way.

24 posts
msg #43022
Ignore craigk
4/17/2006 4:21:43 AM

For what stocks backtesting will pick first, see...
Advanced Options
Selection Method: select by volume descending
Change the selection method. I have not seen any examples phases in the other than the default one. Stockfetcher backtesting gives all the trades it makes and double click one to see graph of stock.
Note: for small volume stocks, the opening and closing price may only exist on paper as there maybe only a small number of shares sold or bought at that price and for a very short time.

StockFetcher Forums · Filter Exchange · How to duplicate SF backfilter performance?<< >>Post Follow-up

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