Basic Backtesting and Systems

Basic Backtesting and Systems

allan nathan
2012-03-17 10:44:59

Hi,
I am migrating over from Amibroker,and would really appreciate it if you could point me in the direction of a very simple system that simply illustrates
a step by step procedure.

I can code systems in QS,but there are quite a few excellent features I am having difficulty wrapping my arms around and I can not locate the documentation.

It would be great if you could create a basic MA crossover system,with optimizable lengths and an optimizable position size as well.

Perhaps you could add a very simple rank and money management.

The more things you could illustrate in the basic system,the easier it will make my life:)

Are you planning on having Walk foward analysis??

Thank you,

Allan

QuantShare
2012-03-19 07:46:56

Allan,

Please read the following blog posts:
http://www.quantshare.com/sa-316-example-of-a-trading-system-implemented-in-quantshare-software
http://www.quantshare.com/sa-388-trading-system-buy-stocks-with-the-highest-sharpe-ratio
http://www.quantshare.com/sa-363-day-trading-a-trading-system-that-combines-intraday-and-eod-data

We will add more examples soon.

allan nathan
2012-03-19 08:28:08

thanks...I know how to apply the position size by simply changing the field for Number of positions.Does that work with fixed equity or variable equity?

Do you have a variable such as Positionsize=-5

as in 5% of equity?

QuantShare
2012-03-21 04:28:49

Best Answer

Variable equity.

When you set the number of position to 20 then every position will get about 5% of equity.

For a fixed dollar amount position sizing, use the following money management script:
Position Sizing: Fixed Dollar Amount

Position Sizing: Fixed Dollar Amount (by QuantShare, uploaded several months ago)

No notes

Get more messages

No more messages

Back


Trading Items Filter high and low spikes Slope of Support and Resistance Lines Auto Support and Resistance Indicator Strategy Optimization on Random in-sample and out-of-sample Perio... Consecutive Up and Down Bars - Works With Any Trading Indicator	How-to Lessons Difference between the watchlist and the screener tools How to download EOD quotes for active and valid stocks only How to create trading rules based on Put and Call volume data How to plot support and resistance lines automatically How to create and trade a Neural Network model
Related Forum Threads backtesting and systems for Dummys Basic features and some issues with the background Combine Trading Systems and invest 100% Equity? Very basic question about backtesting Basic charting behavior queries	Blog Posts Reducing risk and increasing return by combining several trading ... Backtesting chart patterns using the auto support and resistance ... Backtesting a Strategy Based on Bond and Stock Index ETFs Trading System Analysis: Backtesting report and custom measures Charting, Backtesting and Trading using Fundamental Data