hi big run, as per discussion on BTA thread,
Message 7887168
no big brains here,... pretty simple actually...here is a sample backtest engine, can use it for daily scan too by commenting out/in the switch, just change the params to your liking...
note that the output cannot tell % winner/loosers so another variable could be setup to flag a 1 for winner and a 0 for loss, since Q+ cannot accumulate that data across issues you need to import that variable into a spreadsheet and do a calc and then you have that information.... see, nothing to it
example output has ticker, date, buy price, sell price, % gain/loss and the qrs day of signal
bsimpledog
//backtest example
output="backtest.lst";
//input="prescan.lst";
//input="common.lst";
daystoload=250;
daysrequired=250;
integer md1,mbtest,mstart,mstop;
// remove the [//] coment markers to use as daily scan
//mbtest:=0;//daily switch
//mstart:=0;
//mstop:=0;
// comment out to use daily scan
mbtest:=1; //backtest switch
mstart:=-25;
mstop:=-15;
for md1 = mstart to mstop step 1 do
//prescan req
if emovavg(md1,21,vol)>25000 then
if Sharesfloat < 20 then
if close(md1) >= 1 then
if close(md1)<=10 then
//params
if close(md1)>open(md1) then
if vol(md1)> vol(md1-1) then
if qrs(md1) > 85 then
if close(md1) > movavg(md1,200,cl)then
if movavg(md1,200,cl) > movavg(md1-10,200,cl) then
set stochastic = 13,3,8;
if stochasticPctK(md1)<30 then
//backtest output
//buy @ open next day, sell @ open in 13 days after
if mbtest =1 then
println symbol:-8,date(md1+1):10,open(md1+1):8:3,open(md1+14):8:3,
(open(md1+14)-open(md1+1))/open(md1+1):8:2,"day b4 qrs=":15,qrs(md1);
endif;
//daily scan
if mbtest =0 then
println symbol:-8,close(md1);
endif;
endif;endif;endif;endif;endif;
endif;endif;endif;endif;endif;
next md1; |
