Rules Manager, Calculating Statistics

Rules Manager, Calculating Statistics

clonex
2012-12-06 10:19:43

Hi,

if i use in Rules Manager : DayOfWeek() == 1 as a rule, with 1 day N-stop exit, how does rules manager calculates statistics? It buys monday market on open and close market on close or close day after

Clonex

QuantShare
2012-12-06 10:58:10

It will buy Tuesday (Next day open) on open and exit on Wednesday on open.

clonex
2013-01-22 09:48:45

Thanks,

and when i use in custom output

SET: _PERF(OPEN[-1])
WHERE: _DIS(0) >= 1

it calculates me a performance in same days? For example for dayofweek ==2 it calculates statistics from saturday open to wendsday open?

Thank You

QuantShare
2013-01-22 10:57:51

You can see how it works by plotting it on a chart:

b = SET _PERF(OPEN[-1]) WHERE _DIS(0) >= 1;
plot(b, "", colorBlue, ChartLine, StyleOwnScale);

Note that "open[-1]" gets a the open price of tomorrow (future bar).

Get more messages

No more messages

Back


Trading Items Price Channel Trading Rules Simple pattern detection rules using close and open prices Stock Picking Trading Rules Trading Rules using Trend Indicators VIX Volatility Index Statistics per Day of Week	How-to Lessons How to create trading rules based on Put and Call volume data Difference between the watchlist and the screener tools How to quickly download the most recent EOD data for your stocks How to download historical quotes of indices How to optimize a neural network using a genetic algorithm
Related Forum Threads Rules manager - comparing results - back testing vs rules analysi... Regarding rules manager Request: Example of Custom Metrics addition into Rules Analyzer Add'l Fields in Rules Analyzer Output Trend_Strength_Index() in Rules Analyzer	Blog Posts How to create and backtest thousands of trading rules in less tha... Rules performance for different volatility regimes Forecast volatility using trading rules and neural networks Optimization of trading rules 10 masks to create thousands of rules to use into your trading sy...