norcon6 6 posts msg #108093 - Ignore norcon6 |
9/18/2012 9:03:05 PM
Is there a setting to color code the backtest TRADES tab like the old system did? I can see the really small cell borders that are red and green, but they are very hard to read. The statistics page is beautiful and very readable. Can the TRADES tab be set up that way?
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marine2 963 posts msg #108098 - Ignore marine2 |
9/19/2012 1:12:56 AM
I agree with this fact the new backtest trades tab shows no color that the normal eye can see. Every cell to my eye shows black and white. The "old backtest version and working well" trades tab had its cells in vivid color green and red. It's amazing to me how StockFetcher's designers redesign their system then push it out to we the users showing problems that exist to which was not present in the older version. What ever happened to testing the latest version first before you release it out? I know StockFetcher must be hurting for qualified personnel to produce quality work when you see a newer version namely this backtest version with glaring problems. There are other problems I will need to discuss with them hopefully for them to improve upon.
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stockfetcher 980 posts msg #108099 |
9/19/2012 7:46:59 AM
Thank you for the feedback! The color shading has returned; we apologize that the new color system didn't work out quite right for you.
Please be sure to let us know if there is anything else you would like to see changed or anything that needs fixing.
StockFetcher Support
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norcon6 6 posts msg #108101 - Ignore norcon6 |
9/19/2012 9:47:09 AM
Outstanding! Thanks...
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marine2 963 posts msg #108110 - Ignore marine2 |
9/19/2012 3:09:37 PM
Thank you StockFetcher staff. The colors are back and it makes me happy. Yes, if and when I find problems with the softwear I will not hesitate to get your opinion / action on the subject.
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Kevin_in_GA 4,599 posts msg #108114 - Ignore Kevin_in_GA |
9/19/2012 4:33:07 PM
The addition of commissions and net profit over the backtest period on the main page. Thumbs up.
Can we enter at the end of the day the signal is triggered? This has been a chronic issue with the old system, and while I know there are workarounds a simple check box here would be helpful.
I also like the random selection ability on the trades entered.
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stockfetcher 980 posts msg #108119 |
9/19/2012 5:26:08 PM
To enter on the "Match Date" simply check the box: "Use Trigger Close" on the "Advanced" tab when configuring your test.
StockFetcher Support
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manumoneya 41 posts msg #108126 - Ignore manumoneya |
9/19/2012 11:48:58 PM
Hi Stockfetcher Team.
I was trying new back testing system , and i am thinking there is bug in the system , please notify me if i am wrong , below is the backtesting result
Approach Information
Approach Name: NewFilter205(just for test)
Test started on 2009-12-31 ended on 2011-12-30, covering 504 days
Filter used:
NewFilter205(just for test) (saved filter))
Trade Statistics
There were 75 total stocks entered. Of those, 74 or 98.67% were complete and 1 or 1.33% were open.
Of the 74 completed trades, 43 trades or 58.11%resulted in a net gain.
Your average net change for completed trades was: 10.54%.
The average draw down of your approach was: -14.67%.
The average max profit of your approach was: 29.10%
The Reward/Risk ratio for this approach is: 2.90
Annualized Return on Investment (ROI): 868.07%, the ROI of ^SPX was: 5.70%.
Equity Summary
Starting Account Value: $100,000.00 Fees per trade: $4.95
Ending Account Value: $102,386.76. Cash: $101,970.95 Market value of holdings at end: $415.81 (paid: $38.27)
Realized gain/loss: $2,380.47 ($32.17 per trade.)
Total Commissions Paid: $737.55
Unrealized gain/loss: $377.54.
Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 74 times or 100.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.
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i am confused if ROI is 868.07% , as indicated above my starting Account Value is $ 100000.00 and my Ending Account Value: $102,386.76. Cash: $101,970.95
Please check if it is bug or i am missing some thing as i am new on stockfetcher.
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I also want to say thanks to all the members of stockfetcher forums , for the efforts they made to make this forum a best place to learn.....
Thanks ,
Mani
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stockfetcher 980 posts msg #108140 |
9/21/2012 8:04:06 AM
Hi,
The annualized ROI metric is not tied to your cash/equity settings and attempts to provide a method of comparing performance across different tests regardless of how the cash/equity portion is configured.
Annualized Return on Investment(ROI): Multiply the average gain/loss by the ratio of the number of days in a year and average days held per trade.
http://help.stockfetcher.com/sfhelp/?id=100292
StockFetcher Support
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