StockFetcher Forums · Filter Exchange · back testing<< >>Post Follow-up
14 posts
msg #34808
Ignore korzym
1/8/2005 1:10:53 AM

What would I write to get a back testing filter on:
Show stocks where RSI(15) crossed below 30.00 within the last 5 days
and RSI(2) crossed below .1 within the last 5 days
and Average Volume(90) is above 50000
and close is between 1 and 15


235 posts
msg #34834
Ignore cegis
1/10/2005 1:16:02 PM


You leave too many questions unanswered to provide any kind of answer. For example, what time period are you looking to backtest (as in performance over what period of time)? What do you want to assume as your entry price? What do you want to assume for your exit price? Etc...

Search for my post "Technique: Calcualte your own returns for any period" (or something similar; I added to it last week to move it near the top of the form list of threads...), then give it a try. If you don't understand something, or if you're not getting what you expect, post your backtest filter, what you're expecting, and what you're getting, and maybe someone can help...



StockFetcher Forums · Filter Exchange · back testing<< >>Post Follow-up

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