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Joshua1984
Posted : Sunday, October 15, 2017 11:00:47 AM
Registered User
Joined: 9/24/2012
Posts: 2

I would like to visually backtest a market strategy by placing myself 10 years in the past and walking forward day by day. The process involves scanning end-of-day data for a cross above the 200-day simple moving average. 

-The universe is all US large cap stocks.

-An example of what I want: I set the Date to January 1st, 2000 and perform a scan for all US large cap stocks that closed above 200sma. I choose the stock I want to add to my portfolio and then move on to the next day and so forth.

-I do not want to see the subsequent data. When I scan for Jan 1st I do not want to see what happened after since it will bias me.

 

-Ideally I don’t even see the ticker symbols

Is this possible in Telechart? 

Bruce_L
Posted : Monday, October 16, 2017 9:55:49 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You can pan back to hide recent data.

How to Control Visible Chart History

You can only plot or scan the most recent two years of daily data in TC2000 v17 however. Getting back 10 years would require using a longer time frame.



-Bruce
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Joshua1984
Posted : Monday, October 16, 2017 11:45:48 AM
Registered User
Joined: 9/24/2012
Posts: 2

I guess I'd have to use weekly data?

Bruce_L
Posted : Monday, October 16, 2017 11:46:38 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

Weelky data should be really close to long enough. It would give you about 2500 trading days of data which is very close to years.



-Bruce
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