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umair
2013-01-25 03:14:06
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Intraday backtesting
BUY= I want to buy at open everyday. (No rule just outright buy at open.)
SELL= Sell end of day or stoploss or profit target
Stoploss= .05%
Profit= 1%
My settings in strategy are as I described above.
Buy at open of today
Rule= Open
Sell at close of day
Rule= close
stoploss= .05%
profit= 1%
Why is this not working?
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(by bug man,
uploaded several months ago)
No notes
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QuantShare
2013-01-25 12:37:53
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Hi,
Specify the order and stop settings then add one buy and one sell rule.
Each rule simply equals "1". (buy = 1 and sell = 1)
This instructs QuantShare to buy every position.
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umair
2013-01-26 03:06:53
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Thanks, It seems everytime I put my profit/stop less than 1% the backtest does not execute.
It says "error in the trading system ''long'' formula.''
But if I change my stop/profit to => 1% everything works fine
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QuantShare
2013-01-26 09:51:46
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What exactly did you put as profit/stop value?
You should put something like 0.5 for 0.5%
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umair
2013-01-26 15:00:47
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it says .09 and then there is already a % sign by the system.
I just sent an email to support@quantshare.com with screenshots for the error and the settings.
thank you!
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QuantShare
2013-01-26 22:28:24
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You should put 0.09 not .09
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umair
2013-01-28 05:14:01
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Quant, that works. Thank you.
One more question! (sorry i'm being lazy and not reading the documentation provided by you guys as I am busy and am just evaluating this program)
Problem i'm facing is that the logic works but it buys every single bar intraday and sells at the next bar. How can I limit the simulation so It only buys the position once for a given day (at 930 AM) and then if profit/stoploss are hit.. it waits till the next day to open the next position?
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QuantShare
2013-01-28 16:26:16
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Use the following formula:
buy = (hour() == 9 and minute() == 30);
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