StockFetcher Forums · General Discussion · Backtesting Frustration (try to say that five times fast)<< >>Post Follow-up
20 posts
msg #55272
Ignore roheba
9/27/2007 12:08:27 AM

I have several steps I go through when I start backtesting a new filter. First, I run a backtest with all Exit Setup criteria blank, and Extra Indicators set to 2, 4, 6, 8, 10. Then I run it again with Extra Indicators set to 5, 10, 15, 20, 25. Then again with 30, 40, 50, 75, 100. After running each of these, I look at the Trades data and the charts to assess whether my filter has short-term effectiveness or longer-term or none at all. I also start getting a feel for an exit strategy; I can "eyeball" whether a 10% or a 25% stop loss would be most beneficial, etc.

Then I repeat these steps with several Start/End Date ranges. Same setups, different dates. I have several specific date ranges that I feel are representative of "bullish", "bearish", and "not trending" markets. This enables me to determine whether my filter is more viable under one market condition versus another.

I just don't feel "ready" to decide on an exit strategy until I've done this basic due diligence. Then, after all that,i f my filter still has legs, I get into the serious (and most tedious) backtesting--tweaking one criterion at a time to home in on the optimal exit strategy.

But, either due to my ignorance or SF functional limitations, I have to re-define the backtest parameters I want for each backtest I run--often re-entering the very criteria I just replaced several minutes earier.

Backtesting this way is so tedious that it frustrates me. Aaarrrgh!!

I must be missing something fundamental. I can't help but think there must be a way to save my various combinations of criteria and plug them into my filter one-at-a-time and review the results. But I just can't locate the "Save All Current Backtest Settings" button.

I'm curious to know what others do.

StockFetcher Forums · General Discussion · Backtesting Frustration (try to say that five times fast)<< >>Post Follow-up

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