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                                                   Backtest a screen?

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Fred Elbert
2012-08-19 15:38:54


Is there a way to take a screen, specify how long of a holding period, and run a backtest? I am new to this software and cannot figure out how to do this.
Thanks


QuantShare
2012-08-19 15:46:03

  0

Hi,

You can create a trading system using the screen rules then backtest it.
http://www.quantshare.com/how-273-how-to-create-a-trading-system

If you screen rule is:

filter = rsi(14) > 60;

Then simply change it to:

buy = rsi(14) > 60;

Then specify an N-Bar Stop.


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