StockFetcher Forums · General Discussion · back-testing more than 12 months ago<< >>Post Follow-up
Boris
5 posts
msg #31538
Ignore Boris
3/29/2004 7:17:09 AM

Anybody know how I can back-test more than 12 months ago?
I would like to look at filter performance for 2002, but can't figure out how I can look further back than 12 months.
Many thanks
Boris



cegis
235 posts
msg #31540
Ignore cegis
3/29/2004 10:15:43 AM

Boris,

I just tried using "and date offset 568", and SF seemed to give results for some time in 2001, so it looks like the data's there.

To get the charts to show the data, you can add "chart-length is 24 months" to the filter. (I didn't try this, but that's the phrase used in the Settings for the default chart length...)

HTH,

C


Boris
5 posts
msg #31578
Ignore Boris
4/1/2004 4:25:00 AM

Cegis,
Thanks for your response.
I also suspect the data is there, but I can't access it.
For most of 2003 the markets were trending up, and for almost all of 2002 they were trending down. I have developed a filter that works for me on 2003 data, but I need a different one for bear markets, and would like to do some back-testing on 2002.
I have tried various combinations [chart-length 24 months, chart-length 2 years, etc.] but nothing I have tried has any effect.


cegis
235 posts
msg #31584
Ignore cegis
4/1/2004 1:58:40 PM

Boris,

1) Could you describe "I can't access it" a bit more? What are you trying? What results do you expect? And, what results are you getting?

2) It may be time to move this question over the the "Comments, Bugs, and Suggestions" forum, or e-mail SF support directly...

HTH,

C


cegis
235 posts
msg #31594
Ignore cegis
4/2/2004 8:51:55 AM

Boris,

I was just doing a quick backtest of a filter and noticed these site "features":

- If you backtest using the Test button, then "show results 3 months ago" link, the farthest it will go back is 1 year. This is also the case when you click on a Fetcher[] filter in a message and use the 3 months ago link. I'm guessing (I haven't tried) that it may also be the case if you simply code "date offset is ___" in your filter.

- BUT, if you Save your filter changes (without an offset), then use the View link/button followed by the "view results 3 months ago" link, a different results page is displayed. This page has an input field for "Date Offset". Using this method, SF *seems* to go back the full number of days. I say "seems" here because the date displayed for the results indicates they are from 2002 or whatever the offset would correspond to. Also, if you change the offset, the results change. (This doesn't happen when done in the manner described in the previous paragraph.)

- I also noticed that the charts only seem to show 12 months (max). I guess I assumed that, since the data's there, it would chart. I have added a request to the Comments... forum (titled "max chart-length") to be able to set a date from which to view charts. (I can understand that there may be a performance issue with trying to chart more than 12 months, particularly if there are a lot of indicators that need to be included in the chart...) Perhaps if you "second" the request, it may get higher in the priority list...

HTH,

C


StockFetcher Forums · General Discussion · back-testing more than 12 months ago<< >>Post Follow-up

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