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Backtesting BOP PCF Rate this Topic:
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anderton
Posted : Monday, July 9, 2012 5:57:21 PM
Registered User
Joined: 11/27/2004
Posts: 85

I am trying to backtest a pcf with BOP

I have tried to find examples in the search for BOP pcf but not to much luck]

I would like to start with current day with minimum BOP above zero for the last 3 days

Then from day  4 back for 10 days (or x days) the maximum BOP would be <= zero

Then backtest on a daily basis by changing the parameters of the pcf to each preceeding day.

Basically, just trying to find the cross up over zero at a given day in the past.

Any help will be appreciated.

 

Thanks

anderton
Posted : Monday, July 9, 2012 10:47:04 PM
Registered User
Joined: 11/27/2004
Posts: 85

I finally figured it out.

Thanks

Bruce_L
Posted : Tuesday, July 10, 2012 8:24:48 AM


Worden Trainer

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

I am happy to read you were able to figure it out on your own.



-Bruce
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