compound_gains
221 posts
msg #109903
- Ignore compound_gains |
1/7/2013 9:01:20 AM
Whatever. Thanks for the original scripting. Bye.
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Kevin_in_GA
4,599 posts
msg #109904
- Ignore Kevin_in_GA |
1/7/2013 9:04:34 AM
Whatever. Thanks for the original scripting. Bye.
++++++++
You're welcome. Hopefully you can adapt it to your needs. Trade well.
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ZeroSum
33 posts
msg #109907
- Ignore ZeroSum |
1/7/2013 10:52:35 AM
Kevin, I am trying to backtest your original script (entry with limit orders on the daily bar), and having some trouble.
I understand the original script produced the candidate list for the following day (the entry day) and have adjusted for that by "moving the script back 1 day", and entering on a limit order of 6% below prior close.
Have you backtested this in SF? Or did you use SS only?
Thanks.
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Kevin_in_GA
4,599 posts
msg #109917
- Ignore Kevin_in_GA |
1/7/2013 12:28:00 PM
I do not use SF for backtesting. It is far too limited and only works on simple entries and exits (it cannot accurately enter limit orders as this system uses them).
It is unfortunate that despite the improvements they have recently done on this module, it still falls woefully short of what SS can do. All backtesting was done in SS and uses EOD data only.
Also, the use of Prodigio as a robotic trading system allows for more controlled intraday entries. I program it so that the trade is only entered if the price drops below the trigger and then comes back up again - no limit orders needed.
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stockfetcher
979 posts
msg #109918 |
1/7/2013 12:46:22 PM
Hi Kevin -
If possible can you provide more specifics on the limit order functionality you are using and would like to see in StockFetcher backtesting? Also, any other backtesting features you feel we can add to the product to make it more useful would be great.
Thanks!
StockFetcher Support
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sohailmithani
192 posts
msg #109926
- Ignore sohailmithani
modified |
1/7/2013 2:45:12 PM
I think I was able to use limit orders in SF with this system so don't know what is missing per Kevin. However, one suggestion to improve the backtest results I have is if it can show Exit Criteria in results
i.e. say I exit when close is > MA(10) or when RSI(3) > 50. Backtest Results should show me which criteria was used to exit. Thanks
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gmg733
788 posts
msg #109937
- Ignore gmg733 |
1/7/2013 5:57:03 PM
FYI, Prodigio did an upgrade this weekend and every this broke as can be.
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Kevin_in_GA
4,599 posts
msg #109939
- Ignore Kevin_in_GA |
1/7/2013 6:58:52 PM
It's working for me. My issue is learning how to use the redesigned front-end, as things are not where they used to be.
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gmg733
788 posts
msg #109946
- Ignore gmg733
modified |
1/7/2013 9:18:15 PM
I had to uninstall 5.0.8 and install 5.0.9. It kept all my strategies and etc. working now.
The issue with I had with 5.0.8 is it wouldn't backtest correctly and it would never close a trade. Then today I noticed it bought an equity not in the assigned watchlist.
I didn't have any issue learning the new front end. I like some things better and somethings not so much. What I would like is to be able to allocate x amount of capital to strategy A and y amount to B. I haven't figured out how to do that yet.
I really like. If they can iron out the bugs, this would be great. I noticed in the previous version that my backtesting was happening the day of trigger not at the open of the next day as it should. Pretty much made the backtesting usless.
I read complaints when they were with TDA of the poor fill times when using large watchlist or scanning the index. Not a problem since I have the strategy set up and changing the watchlist daily and I'm using Connor's High Probability RSI(4) ETF system.
Needless to say, I need to vet this out a bit more to feel comfortable with it. Still going to look into Ninjatrader.
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gmg733
788 posts
msg #109948
- Ignore gmg733 |
1/7/2013 9:34:46 PM
And I just tested backtesting on Prodigio and it never exits the trades. I'm letting it run to see if it will actually trade correctly.
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