rsingh
51 posts
msg #26739
- Ignore rsingh |
6/4/2003 7:42:06 PM
Here is what I want to do?
I want to test my filter going back 90 days - which I know I can use date offset. But I don't want to see the performance till today but only 5 days
after the results. So in this example, I only want to see results till the 85th
day.
CSCO shows up on January 15th and I want to see the performance till January 20th and not till June 4th.
Thanks,
RSINGH
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ig0r
51 posts
msg #26740
- Ignore ig0r |
6/4/2003 8:04:18 PM
Click on the word Performance on top of the column, u'll figure it out from there :) 1 week is 5 days
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rrochon
117 posts
msg #26759
- Ignore rrochon |
6/6/2003 3:19:30 PM
If I want to find what a screen did just during a down cycle in the market, how do I set the offset days or how would I word the formula? For example, how would I set the formula to find what performance a screen had from 1/1/2000 to 6/1/2000?
Thanks,
Dick
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jim_c_hill
61 posts
msg #26780
- Ignore jim_c_hill |
6/7/2003 4:48:25 PM
As far as I can tell you can not identify a specific back date by typing it in. However, you can use the number of days back and adjust it. I am presently using about 275 days back for my bear market analysis. I like to look at the time period May 3, 2002 to Sept. 18, 2002 for bear market analysis. The time periods given in the performance results are useful for analysis.
Jim
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rrochon
117 posts
msg #26783
- Ignore rrochon |
6/7/2003 11:47:16 PM
What wording do you use on the filter to see the performance of a screen from May 3, 2002 to Sept. 18, 2002?
I have tried an offset number with both dates, or with a combination of numbers like "from 268 to 208", but no luck.
Dick
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jim_c_hill
61 posts
msg #26790
- Ignore jim_c_hill |
6/8/2003 5:15:24 PM
Dick
I play around with the number of offset days to get to the desired day in May. You can not, as far as I know, specify when the performance analysis should end. After I do an offset, I look at both the historical information for each stock and the overall performance of all the stocks. I then find one of the time periods in the reports that is closes to my desired final date. It thus has its limitations but it gives me a fairly good idea of what I might expect.
Jim
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chessnut1
58 posts
msg #27060
- Ignore chessnut1 |
6/25/2003 12:14:25 PM
With the fantastic data analysis team SF has, certainly it can improve something so crucial as back-testing. I for one would consider it a major improvement. Perhaps run a forum thread to ask what is most desired in a back test. I want to be able to check my filters in bear market periods. I'd like to be able to simply input a "from date A to date B" command. Have some magic up your sleeves for us? --BJ
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