Backtest against Dynamic WatchList

Backtest against Dynamic WatchList

Win
2013-05-20 21:13:22

I'd like to do backtesting against a dynamic watch list during 2006 to 2010 period. I'm not sure how does QuantShare handle the list. Is QS able to generate a list of symbols base on historical conditions (from 2006 to 2010) and perform simulation against the historical dynamic list?
Many Thanks.

QuantShare
2013-05-20 21:38:51

The backtest will be performed against the current symbols that are available in the dynamic watchlist.

Win
2013-05-20 23:28:42

I'd like to backtest a trading system against a list of stocks that has EPS increase > 20%. How to implement it? Thanks in advance.

QuantShare
2013-05-21 09:28:27

Best Answer

You just add all stocks. Download or import historical EPS data then use "GetData" function to add a trading rule to buy only stocks with EPS increase > 20%.

Example of how to use the "GetData" function:
http://www.quantshare.com/sa-241-how-to-download-and-use-fundamental-data

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