StockFetcher Forums · General Discussion · select by - backtesting<< >>Post Follow-up
WolfMan
7 posts
msg #117697
Ignore WolfMan
1/11/2014 8:04:08 AM

The below works when I filter - but when I try to backtest and select by column 5 decending - all I get are the highest priced stocks. Any ideas on the phrase I need to use in "select by" for it to work

/* 1 month weighted at 80%*/

set{1m, roc(21,1) * .80}

/* 2 months weighted at 20%*/

set{2m, roc(42,1) * .20}

/* add them together */

set{z, 1m + 2m}

/* present column value of z */

add column z

/* present line chart of z */

draw z

sort column 5 descending


mahkoh
888 posts
msg #117705
Ignore mahkoh
1/11/2014 7:50:42 PM

Did you by any chance just put in "sort column 5"? Try putting in the whole filter.

WolfMan
7 posts
msg #117711
Ignore WolfMan
1/12/2014 8:35:30 AM

I just tried both - did not work. I'm not sure what I need to do when backtesting to sort the securities as it works when filtering. The output is always the top trading stocks based on price when backtesting.

mahkoh
888 posts
msg #117712
Ignore mahkoh
1/12/2014 9:33:35 AM

Maybe specify the column by its name? 'Sort column z descending'

Kevin_in_GA
4,536 posts
msg #117714
Ignore Kevin_in_GA
1/12/2014 10:19:44 AM

Put in the whole filter - really just the lines that build the variable you are sorting on, then add "sort by z descending". SF backtesting doesn't care about anything you put in a column, draw on a graph, or that is not needed to do the sort.

WolfMan
7 posts
msg #117723
Ignore WolfMan
1/13/2014 8:34:55 AM

Thanks Kevin. I put the above in the filter and the below in the select by box

set{1m, roc(21,1) * .80}
set{2m, roc(42,1) * .20}
set{z, 1m + 2m}
Sort by z descending

I am still getting results based on the top priced stocks. I am trying to select the top 4 and set the parameters to only have 4 open trades. But I'm still getting the to prices stocks not sorted by "z".

WolfMan
7 posts
msg #117724
Ignore WolfMan
1/13/2014 8:50:33 AM

Got it!! Thanks. I just changed "sort" to "select"and it worked.

Kevin_in_GA
4,536 posts
msg #117726
Ignore Kevin_in_GA
1/13/2014 2:12:26 PM

That is right - select, not sort. Glad it is working for you.

StockFetcher Forums · General Discussion · select by - backtesting<< >>Post Follow-up

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