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charc
Posted : Friday, January 11, 2013 4:19:09 PM
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Joined: 10/28/2009
Posts: 40

I need a way to back test easy scans.

Is there a PCF that can be incorporated into an easy scan or is there a way to set the chart to scan over a date range to back test an easy scan so it returns symbols that were true at an earlier date range but not true now due to different market conditions.

Bruce_L
Posted : Friday, January 11, 2013 4:41:49 PM


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

Neither version of TC2000 has any built in backtesting features. In StockFinder, backtesting is provided using BackScanner.

It is possible to visually backtest the technical (but not fundamental) portions of an EasyScan using TC2000 however as long as the EasyScan Conditions can be created using the Personal Criteria Formula Language. You could just use the current version of the formula as a Custom PCF % True Indicator (called a Custom Percent True Indicator in v7) and scroll back to the appropriate date to see if there was a spike using Pointer Mode (select the period key (.) on your keyboard to bring up Pointer Mode, selecting it again twice will disable Pointer Mode):

It is also possible to write Personal Criteria Formulas based on past dates (again, this is only for technicals). You may wist to review the following section of the Online Help Files:

Days Ago parameter

There are two distinct ways to use historical data with Personal Criteria Formulas.

Any criteria can be used to scan X number of days back by adding '.XX' where XX is equal to the number of market days past to calculate for. An example of this is (AVGC21.21), which is a 21 day moving average 21 of close, 21 days ago. This use of historical data always refers to the market day XX number of days ago (in this case, 21). If you wish to use a specific date’s data, use the option detailed below.

The other method of using historical data is by specifying a precise date in history to use. For example, (AVGC21.'11/13/08') will provide a 21 day moving average of close for November 13, 2008 (the period should be used in cases where the first method requires a period and not used when the first method does not use a period). Always confirm that the date you wish to use using this parameter was a market day.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Hamchoi
Posted : Tuesday, March 21, 2017 8:53:17 PM
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Joined: 2/26/2017
Posts: 2

Is there a way to simply convert EasyScan formulas into PCF?

Bruce_L
Posted : Wednesday, March 22, 2017 8:56:04 AM


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

No, there is not a way to automatically convert EasyScans into Personal Criteria Formulas. Depending on the particular EasyScan, it may not even be possible to convert it into a PCF.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Hamchoi
Posted : Wednesday, March 22, 2017 11:08:45 AM
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Joined: 2/26/2017
Posts: 2

So is there anyway to visually backtest a comibination of premade easy scans?

Bruce_L
Posted : Wednesday, March 22, 2017 11:19:54 AM


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

In some sort of generalized way? No.

If you edit the EasyScan, there should be an option to "View Conditions on Chart".

This should bring up a chart with the indicators used to create the EasyScan plotted on the chart.

If any of the conditions are based on formulas, it should plot those formulas using Custom PCF Indicators (if it is an Indicator Formula) and Custom PCF % True Indicators (if it is a Condition Formula).

But unless there is just one Condition Formula, you would still need to combine all of the conditions into a single formula to use as the basis for a Custom PCF % True Indicator (and this may or may not be possible depending on the other conditions).



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
diceman
Posted : Wednesday, March 22, 2017 11:28:01 AM
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Joined: 1/28/2005
Posts: 6,049

Hamchoi since certain things can be tested and others cant.

It would probably be best to give an idea of what you are looking to test.

 

 

 

 

Thanks

 

traderc
Posted : Friday, March 24, 2017 9:12:49 AM
Registered User
Joined: 10/7/2004
Posts: 86

What I have done is create a watchlist for those sans and add the Ticker price, date, % diff etc into the colum info and Look at the results that way.

While not perfect it sort of works.

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