ok, I also measure and filter stocks by volatility from its ATR value and works good for me for position size, I would be trying/testing smaller...
oh ok. I have never checked if symbols are co-related, so are you saying they should be co-relation? between backtested and new symbols? and how...
can anyone chime in and comment as I moved from Futures and new to stocks backtesting
Ok, with size of $10,000/symbol, I am afraid of days that I lose 4 out of 5 or even 5 out of 5 and let me read about % risk
I know it depends on individual trading style and r/r but by average, how much $$/each symbol for a 50k account balance how much $$/each symbol...
let me give an example say, i am backtesting RSI2 pullback method (a popular one) and it gave a good + PnL results in backtest just for example,...
i would need 15min charts for historical data
ok, thks. I have seen stockchats, but I use TC2000 which can do scan and email alerts. But both can not do backtest
thks and appreciate that. so if you find correlated stocks, how do you filter and minimise the #. pl give some example if you can
I use Ninja and Multicharts. thanks and that link wont solve problem, as even if you import all symbols, hard to get historical data for all...
Thanks for details but I screen by technical analysis, like example RSI2 or 200MA and a Pullback, and I think Morningstar has only fundamental...
and guys, backtesting can't do curve fitting, but only optimiser does as backtest, parameter values are finalised and set, and can't change like...
I know finviz.com very well but not sure what you trying to say about it can you be detailed
very good point about length of testing a system . i have tested a swing system for a year and dat trading for 6 months and works great. any...
Coming from Futures backtesting/optimising, I find doing it for stocks quite harder. Beside many reasons, symbols change for every scan and...
correct, I use Ninjatrader and Multicharts. yes I can import 3000 symbols list but my datafeed Barchart can only run for 100 symbols or very max...
well. it could be my problem of explaining as I am coming from Futures which trades "same instrument every day through out the year so what I...
it is the possoiste,. I think you not understanding my point at all and I specified few times that Stock from a scan "trade only once" vs Futures...
ok, MA cross was just example, my scan setup now is "mean reversion" so you are saying that though a setup formed now in a scan, we backtest this...
sorry, so would I backtest these 20symbols for a year like i used to do Futures but steup (like 10/30 EMA cross, example) wont be valid all the time
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