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To: ED_L who wrote (9740)7/2/1999 6:14:00 PM
From: INVESTOR  Respond to of 11149
 
Does anyone know what the symbol is for the 90 day Tbill?
I believe !tyx is the 30 yr bond...but it would be nice to
be able to identify both long and short term interest rates.

Investor0329



To: ED_L who wrote (9740)7/2/1999 7:12:00 PM
From: Michael Watkins  Read Replies (2) | Respond to of 11149
 
I've never written a function to convert a real date to "days back"

ie, my back testing uses something like:

start = -30;
finish = -15;

for bar = start to finish do

next bar;

I'm sure some enterprising programmer with too much time on her/his hands has done it.



To: ED_L who wrote (9740)7/11/1999 10:50:00 AM
From: Alain Joaris  Respond to of 11149
 
Depending on what you intend to backtest, you may go for a general loop under the form of:

start:=-1200;
finish:=-550;

for enterbar = start to finish step 1 do
if "Conditions to enter" then
print symbol,date(enterbar),open(enterbar+1);
for exitbar = enterbar+1 to finish step 1 do
if "Conditions to exit" then
print date(exitbar),open(exitbar+1);
endif;
enterbar:=finish;
next exitbar;
println;
endif;
// if you don't want multiple entry signal for the same ticker
enterbar:=finish;
next enterbar;

But if you want to do more, you need to include another layer such as dos, winbatch or any other programming language you're comfortable with.
I am working on a three-tier approach: 1) selected list of stocks based on price, sector, volume and volatility; 2) a setup condition; 3) a confirmation signal based on bollinger bands and comparison of indicators between 2) and 3).
If you want to handle such a process, you will need more than a QP scan, since you can only retrieve the symbol from the *.lst file and for my backtests I need volume, price and some others as well. I think that they are planning to include such features in the future, let's hope.

Alain Joaris


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