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Registered User
Joined: 7/20/2005
Posts: 14
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This might be a really naive question, but in TC2007 can I run a scan for a date back in history to see what stocks it would have returned on that date?
I'd like to compare how many stocks meet an Easyscan criteria today with how many would have met that same scan on a selected day in history.
If this can be done, are there some indicators that might not work that I should know about?
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Registered User
Joined: 5/11/2007
Posts: 19
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Yes I would like to find a way to do this too with a variant: Not only running an easyscan at a certain past date but for a certain period too ( for the last month for example).
If I have a certain criteria (as a simple example to illustrate the problem: today close higher than last 2 days close and with volume higher than last 2 days volume), is there a way to have TC2007 run the criteria for every day close from now up to a month ago to see if any stock matches the criteria in that period of time.
thanks
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Registered User
Joined: 1/28/2005
Posts: 6,049
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Some indicators. Things that involve price, volume, and averages can typically be done.
(you will not be able to use fundamental data)
You may also be interested in this:
Visually Backtesting Specific Symbols
There is also a date function that is used in this post:
Date function.
Thanks
diceman
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Registered User
Joined: 5/11/2007
Posts: 19
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Thanks Diceman
The only thing in the 2 links I see that would be useful to my problem as described above would be the custom indicator. The only problem is that I wont be able to put it in an easyscan ( or can I ?) and have it scan for the entire stock universe. I would have to go through each stock separately and check the custom indicator visually for the past month or year or whatever the period I would like to scan for.
I'll wait for a trainer response before saying that it cannot be done with TC.
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Registered User
Joined: 1/28/2005
Posts: 6,049
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You would need to describe exactly. What you need or
are looking to do. Only then can it be determined if it
is possible.
Thanks
diceman
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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TeleChart does not really have built in backtesting. As diceman has already pointed out, it is possible to use visual backtesting with Custom Percent True Indicators or to re-write Personal Criteria Formulas using specific dates or bars ago instead of referencing current values.
You are much better of using Strategies in Blocks if you wish to do backtesting.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 5/11/2007
Posts: 19
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Thanks Bruce for the answer.
I will use another software to do that then.
Can you tell me if that can be done with blocks ?
Also have you guys ever thought of allowing gold customers to access intraday data but on a delayed basis (not real time). I would be interested in that option if it existed.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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qew,
My original answer already indicated that backtesting is possible in Blocks. I'm not sure what additional information is being requested.
Delayed intraday data has been suggested in the Comments/Suggestions forum. Worden Brothers does not normally discuss or comment on future features, services or products until they are actually released or officially announced.
Your specific example is possible in TeleChart as well, but I'm not sure I'd call it backtesting.
QUOTE (qew) If I have a certain criteria (as a simple example to illustrate the problem: today close higher than last 2 days close and with volume higher than last 2 days volume), is there a way to have TC2007 run the criteria for every day close from now up to a month ago to see if any stock matches the criteria in that period of time.
Please try the following:
(C > C1 AND C > C2 AND V > V1 AND V > V2) OR (C1 > C2 AND C1 > C3 AND V1 > V2 AND V1 > V3) OR (C2 > C3 AND C2 > C4 AND V2 > V3 AND V2 > V4) OR (C3 > C4 AND C3 > C5 AND V3 > V4 AND V3 > V5) OR (C4 > C5 AND C4 > C6 AND V4 > V5 AND V4 > V6) OR (C5 > C6 AND C5 > C7 AND V5 > V6 AND V5 > V7) OR (C6 > C7 AND C6 > C8 AND V6 > V7 AND V6 > V8) OR (C7 > C8 AND C7 > C9 AND V7 > V8 AND V7 > V9) OR (C8 > C9 AND C8 > C10 AND V8 > V9 AND V8 > V10) OR (C9 > C10 AND C9 > C11 AND V9 > V10 AND V9 > V11) OR (C10 > C11 AND C10 > C12 AND V10 > V11 AND V10 > V12) OR (C11 > C12 AND C11 > C13 AND V11 > V12 AND V11 > V13) OR (C12 > C13 AND C12 > C14 AND V12 > V13 AND V12 > V14) OR (C13 > C14 AND C13 > C15 AND V13 > V14 AND V13 > V15) OR (C14 > C15 AND C14 > C16 AND V14 > V15 AND V14 > V16) OR (C15 > C16 AND C15 > C17 AND V15 > V16 AND V15 > V17) OR (C16 > C17 AND C16 > C18 AND V16 > V17 AND V16 > V18) OR (C17 > C18 AND C17 > C19 AND V17 > V18 AND V17 > V19) OR (C18 > C19 AND C18 > C20 AND V18 > V19 AND V18 > V20) OR (C19 > C20 AND C19 > C21 AND V19 > V20 AND V19 > V21) OR (C20 > C21 AND C20 > C22 AND V20 > V21 AND V20 > V22)
You may wish to review the following:
How to create a Personal Criteria Forumula (PCF)
Handy PCF example formulas to help you learn the syntax of PCFs!
PCF Formula Descriptions
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 5/11/2007
Posts: 19
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Thanks again for your reply.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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qew,
You're welcome. Our pleasure.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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