StockFetcher Forums · Filter Exchange · Question about backtest<< >>Post Follow-up
pjd1328
6 posts
msg #109030
Ignore pjd1328
11/27/2012 3:20:59 PM

Hi Forum members,

I have filter setup which finds stocks which touched 10 MA that particular day. I wanted to write a backtesting filter to test this stratgey.

For this strategy, entry setup is next day when price is above MA(10) and above high of previous day.
profit Exit is: 10% profit
Stop loss Exit is 1% below low of previous day of entry.

So i put following under exit criteria,

Exit Test 1 = price < low -1
Stop Loss: 0
Profit Stop: 10.0

Under Advance Options, i put

Entry criteria, open > MA(10) and open > high - 1

But it looks like its not working for entry. It just buys next day at open.

So any help to figure this out would be greatly appreciated.

Thanks you folks.

Eman93
4,659 posts
msg #109036
Ignore Eman93
11/28/2012 12:04:58 AM

Exit Test 1 = price < low -1
Stop Loss: 0
Profit Stop: 10.0

Under Advance Options, i put

Entry criteria, open > MA(10) and open > high - 1

But it looks like its not working for entry. It just buys next day at open.

So any help to figure this out would be greatly appreciated.
==================================
Exit

I dont think you can have an inter-day exit.. only enter and exit at close of day or open of next day.

Low < Low 1 day ago.. it will then exit the next day at the open.

Entry
Open > ma(10) should work
Open > high 1 day ago... this would mean a gap up? not sure if this is what you want.... you cant tell it to enter only if price has crossed over yesterdays high.

Never really tried using the R1 though it might work...http://forums.stockfetcher.com/sfforums/?q=view&fid=1006&tid=132&qrid=


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