StockFetcher Forums · General Discussion · Backtesting strategies with VXX-Question for SF<< >>Post Follow-up
sohailmithani
192 posts
msg #108089
Ignore sohailmithani
9/18/2012 4:38:34 PM

Why are strategies with vxx in the symlist not working correctly?

apply to symlist(vxx)
set{spy,ind(spy,close)}
vxx > vxx 1 day ago
spy > spy 1 day ago

Exit on opposite

Kevin_in_GA
4,538 posts
msg #108091
Ignore Kevin_in_GA
9/18/2012 7:50:29 PM

apply to symlist(vxx)
set{spy,ind(spy,close)}
vxx > vxx 1 day ago
spy > spy 1 day ago
+++++

Your syntax is the issue ...

Fetcher[

apply to symlist(vxx)
close below close 1 day ago
]



Obviously this works. The issue is that both the SPY and VXX were down today.

sohailmithani
192 posts
msg #108104
Ignore sohailmithani
9/19/2012 11:50:46 AM

Thanks

StockFetcher Forums · General Discussion · Backtesting strategies with VXX-Question for SF<< >>Post Follow-up

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