Backtest a screen? - Trading Software

Backtest a screen?

Fred Elbert
2012-08-19 15:38:54

Is there a way to take a screen, specify how long of a holding period, and run a backtest? I am new to this software and cannot figure out how to do this.
Thanks

QuantShare
2012-08-19 15:46:03

Hi,

You can create a trading system using the screen rules then backtest it.
http://www.quantshare.com/how-273-how-to-create-a-trading-system

If you screen rule is:

filter = rsi(14) > 60;

Then simply change it to:

buy = rsi(14) > 60;

Then specify an N-Bar Stop.

Get more messages

No more messages

Back


Trading Items Rebalance & Combine & backtest two trading strategies Design and backtest a trading system with two strategies Time-series location relative to its high and low Vary the Start Date of a Trading System Simulation Basic in-Sample/out-of-sample trading technique	How-to Lessons How to download Portfolio123 data into QuantShare How to create a formula How to optimize the number of positions in a trading system How to add a metric in the trading system simulation report How to add custom position-based metrics to your trading system
Related Forum Threads Charts,Arrows and backtest reports referring screener in backtest Backtest Buy Open/Sell Close Every Day Backtest using AutoSR function Backtest against Dynamic WatchList	Blog Posts How to create and backtest thousands of trading rules in less tha... How to Backtest Your Trading System for Each Industry How to Backtest Each Stock or Asset Individually How to build and backtest a robust stock trading system Forecast volatility using trading rules and neural networks