wkloss
231 posts
msg #94228
- Ignore wkloss |
6/23/2010 6:17:55 PM
I keep getting no trades when I backtest this filter with various symbols. Note this one used SPY. This was taken from a post by Kevin in GA with some modifications posted by Drew9. Any help will be appreciated.
Enable Filter Categories · Global Filter Off (help?) · Back to My Filters
Filter Name:
apply to symlist(spy)
close above MA(100)
average volume(50) above 100000
close below close 1 day ago
RSI(2) 1 day ago below 2
draw RSI(2) line at 75
add column RSI(2) {RSI(2)}
sort on column 5 ascending
Bill
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Kevin_in_GA
4,599 posts
msg #94231
- Ignore Kevin_in_GA |
6/23/2010 8:10:48 PM
The filter works fine - SPY simply is not matching your filter criteria.
Remove the symlist line and you'll see that the syntax is fine. Also, running Debug on it shows no errors.
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optionplayer333
801 posts
msg #94238
- Ignore optionplayer333 |
6/24/2010 7:31:20 AM
all my back testing filter give me 85-100% winners
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wkloss
231 posts
msg #94245
- Ignore wkloss |
6/24/2010 1:31:58 PM
Thanks to both of you. I thought I had done something wrong. I would have bet good money that SPY would have returned some hits but I see I was wrong.
What I am trying to do is backtest symbol by symbol to identify the high performers. I believe this was suggested by Bartunes1 or Drew9. Its great to have the benefit of your experience.
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