StockFetcher Forums · General Discussion · Backtesting Results show entry prices not in my selection range<< >>Post Follow-up
ladoody
6 posts
msg #108654
Ignore ladoody
modified
11/2/2012 11:13:01 AM

I backtested 5 filters that select stocks with a close between $2 and $5. I set the backtest to enter the stock at the open price on the next trading date. When I view the backtest results I see that many of the trades were entered at prices significantly lower than $2 and also many of the stocks were priced significantly higher than $5. I set up one backtest filter and then copied it for the other 4 filters that I tested, so I know the parameters for each backtest were the same. I thought perhaps the backtest was not recognizing the parameters I set up in the global setting for my filters, so I coded the parameter for the close between $2 and $5 into each of the 5 filters I was testing. This still produced the same backtest results, so I'm at a loss for what's causing this problem. Any help would be appreciated.

StockFetcher Forums · General Discussion · Backtesting Results show entry prices not in my selection range<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus