StockFetcher Forums · General Discussion · Strategy testing<< >>Post Follow-up
TraderEyal
8 posts
msg #35409
Ignore TraderEyal
3/22/2005 2:10:42 PM

Hi all, I'm new to the SF site and filter construction. I was wondering if experienced users could share how they go about testing their filters during the development phase. At the moment what I do is go through back-dated results and review each chart manually for several months worth of filter output. Is there a better way to do it? Maybe something more structured or automated using SF functionality?

Thanks,
Eyal



james549
53 posts
msg #35410
Ignore james549
3/22/2005 3:36:51 PM

Have you tried backtesting a filter in SF yet.
Give it a try and see what you think.

Jim


TraderEyal
8 posts
msg #35411
Ignore TraderEyal
3/22/2005 4:10:38 PM

Hi James, How does one do backtesting in SF? There's nothing about that in the manual or the help section of the site.

Thanks
Eyal



james549
53 posts
msg #35412
Ignore james549
3/22/2005 5:24:57 PM

After you run your filter, just above this results, you'll see "show results 3 monthes ago"
Click on this and you'll get those results. After that there will be a box you can specify any amount of days back to see the results on a specific day.

Jim


TraderEyal
8 posts
msg #35415
Ignore TraderEyal
3/23/2005 2:01:39 AM

Hi Jim,

Yes, that's what I'm doing at the moment. I was trying to see if there is any better way to do it intead of manually offsetting dates one by one and recording results manually.

Rgds
Eyal


rsarno
103 posts
msg #35421
Ignore rsarno
3/23/2005 8:09:31 AM

after offsetting it by one, hit "performance" and let the window open ...

from there you can go ahaid or back by 1 day or 1 week at a time


cegis
235 posts
msg #35490
Ignore cegis
3/29/2005 3:51:58 PM

TraderEyal,

If you're looking to see if the filter is returning the stocks you think it should (i.e., if you want to verify that you do not have some kind of logic problem in your filter), then you can use the "add column" phrase to show the values for all of the criteria that you are using and make sure the values displayed fit what (you think) the filter should be selecting.

HTH,

C


shelupinin
120 posts
msg #35574
Ignore shelupinin
4/12/2005 5:01:00 AM

Hi, TraderEyal !

There is no way to do back test autamatically on SF :((( I guess it's biggest disadvantage of stockfetcher.com :(((

alex


StockFetcher Forums · General Discussion · Strategy testing<< >>Post Follow-up

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