rrochon13
10 posts
msg #46775
- Ignore rrochon13 |
9/7/2006 2:13:10 PM
Stockfetcher, Since this question did not get an answer in the Backtesting Forum, I am posting it here. Possibly others would want to know also, or maybe someone else knows the answer.
How can I set the backtest filters so all the positions will be closed at the end of the test? When some positions are left open at the end of the backtest, the gains or losses shown have no meaning. For example, if the test shows a substantial gain and there are 6 losing position left open at the end of the test, there might actually be a serious loss using this filter.
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Koronbock
201 posts
msg #46776
- Ignore Koronbock |
9/7/2006 2:58:18 PM
Hm, I think what you are describing is unavoidable. It is simply a matter of your filter. If it happens to find stocks that satisfy your criteria at the end of the test period, it will enter the stocks. Naturally some trades will then be open.
If you have a resonable amount of trades it shouldn't be a problem. If you have very few trades, you have to check the (latest) results manually.
HTH
Cheers
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