Benchmark Return in a Trading System Simulation

After adding this money management script to your trading system, you will be able to display the benchmark return in the simulation report table and the benchmark time-series in simulation graphs. This allows you to compare your strategy equity or rate of return against a benchmark such as a market index or an ETF (Exchange traded fund).

To add a money management script to a trading system, update the trading system, select "Money Management" tab, click on "Add an existing ..." then select the "Benchmark Return in a Trading System Simulation" item.

Before running a simulation, enter the ticker symbol of the benchmark (Example: ^GSPC for the S&P 500 Index, ^DJI for the Dow Jones Industrial Average or ^RCMP for the NASDAQ Capital Market Composite).

After the backtesting process is complete, you will see a new "Benchmark Return" column in simulation report table (Next to "Report" column).

To display the benchmark time-series, select "Benchmark" in the "time-series" list (in "Summary" tab) then drag and drop it on the chart.

Technical Analysis

• NYSE Advances and Declines
• Day of week Average
• EURUSD Daily Intermarket MA System
• Dynamic Momentum Index
• Transform Double To Comma Separated Representation
• Market Composite Index based on the Sharpe Ratio
• Percent Bollinger Bands
• FRAMA Adaptive Strategy
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Fundamental Analysis

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• Number of IPOs per Day - Trading Composite
• Earnings: EPS Growth
• Measure the value of the stock market using the Q-Ratio valuation method
• Predict financial and stock markets with textual analysis
• Real Gross Domestic Product - Historical data
• Historical Earnings Calendar Data for U.S. Stocks - Date/Time and EPS
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