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                                                   Backtesting composites

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allan nathan
2012-12-27 16:41:03


Hi,
I have created several composites that are equal weighted.how could i backtest them?

its ok if i backtest them individually..

thanks,

Allan



QuantShare
2012-12-29 11:36:26

  0

Hi Allan,

What exactly do you mean by backtesting a composite?
Do you want to buy that composite then sell it at certain date? or?




allan nathan
2012-12-30 19:20:18

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i meant to create an equal weighted composite and for the symbols to be tested,I would like to choose the composite symbol as opposed to its stocks

Allan



QuantShare
2012-12-31 10:46:16

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Create a trading system, then in "Symbols & Dates" tab, add a "Symbol Info -> Name" condition and type your composite ticker name.

Here is how to create a trading system:
http://www.quantshare.com/how-273-how-to-create-a-trading-system



allan nathan
2013-01-01 14:41:07

  0

Perfect...I wasnt aware of the Symbol Info>Name >Composite Ticker option




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