Click here to Login





                                                   Issues with indicators on backtesting (CCI)

Back to threads
  0

0
Chris Brock
2018-06-04 02:16:40


I am having some issues with indicators like CCI which have negative values. I am currently trying to test signals from optionalpha.com research. One of the main ones is a 40 period CCI with a purchase signal at (-200) and a sell signal at 100. Whenever I put a negative value (-200) as part of the signals it gives me essentially 0 trades but I know that many have triggered in the past few months. Any thoughts? CMO has a similar problem.


No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"





QuantShare

Trading Items
Export Indicators Data with Filtering and Column Labels Support
Advance-Decline-Unchanged issues for NYSE, AMEX and NASDAQ
Advance/Decline NYSE, Amex and NASDAQ issues
Short Term Trading System with RSI Ratios
Plot Economic Indicators on a Chart
How-to Lessons
How to create a chart with a black background
How to drag & drop indicators in charts
How to associate an index with a list of stocks
How to screen for stocks having a high correlation with the Dow J...
How to use QuantShare with Metastock data

Related Forum Threads
Basic features and some issues with the background
Issues with 'company_desc' object/database
Peak / trough indicators and issue with Functions
Futures data - overwrites stock symbols, issues with point value
problem with backtesting ^dji

Blog Posts
Screening with the composite indicators
Backtesting Process
Getting Accurate Backtesting Results: Survivorship bias-free S&P ...
9 mistakes you should avoid when backtesting an end-of-day stock ...
The custom trading indicators tool explained









QuantShare
Product
 QuantShare
Features
Create an account
Affiliate Program 		Support
Contact Us
Trading Forum
How-to Lessons
Manual 		Company
About Us
Privacy
Terms of Use
Copyright © 2024 QuantShare.com
 Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+ Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.