Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Profile: samymarket
About
User Name: samymarket
Groups: Gold User, Member, Platinum User, TeleChart
Rank: Registered User
Real Name:
Location
Occupation:
Interests:
Gender: Unsure
Statistics
Joined: Tuesday, June 5, 2007
Last Visit: Friday, January 1, 2010 9:20:42 AM
Number of Posts: 7
[0.00% of all post / 0.00 posts per day]
Avatar
Last 10 Posts
Topic: Backtesting for list of stock symbols and date
Posted: Tuesday, October 28, 2008 6:56:26 PM
Just a quick clarification. I understand the maximum limit of the intraday timeframe is 5000, but Is it possible to define the starting date and ending date for the timeframe instead of latest 5000 bars?
Topic: Backtesting for list of stock symbols and date
Posted: Tuesday, October 28, 2008 6:23:42 PM
Bruce, thanks for that. I could manage to pull out a way to read the stock symbols and date from the external file. But one more question for the timeframe. 

my backtesting strategy is open at the market open (first bar of the day in 1 min timeframe) with 5% trailing stop and 15% limit and close on the next day market at close if not closed. 

Is it possible to set the time frame as 1 min and period is like jan 2007?

As always, thanks in advance.
Topic: Backtesting for list of stock symbols and date
Posted: Monday, October 27, 2008 2:00:31 PM
Thanks Bruce for your quick response,But I have different date for different symbol, (its like few symbols for 1st october and few are 2nd Oct and so on. This is for a month atleast. for years of data, I can not create condition for every day or change the input every time, as i need to see the monthly or even yearly performance.eg. FSLR, GOOG,BIDU 10/01/2008AAPL, SPWRA 10/02/2008AA, ASML 10/04/2008...Regards,Periasamy
Topic: Backtesting for list of stock symbols and date
Posted: Monday, October 27, 2008 10:05:26 AM
Hi,

I would like to backtest the following strategy. Please advice if possible using stock finder or not.

I have list of symbols with date. I want to open the position on that date market open and max days 2 days with 5% trailing stop.

I dont know how to do this with set of symbols, with out any technical indicators,

Thanks and Regards,
Periasamy