ladoody
6 posts
msg #108654
- Ignore ladoody
modified |
11/2/2012 11:13:01 AM
I backtested 5 filters that select stocks with a close between $2 and $5. I set the backtest to enter the stock at the open price on the next trading date. When I view the backtest results I see that many of the trades were entered at prices significantly lower than $2 and also many of the stocks were priced significantly higher than $5. I set up one backtest filter and then copied it for the other 4 filters that I tested, so I know the parameters for each backtest were the same. I thought perhaps the backtest was not recognizing the parameters I set up in the global setting for my filters, so I coded the parameter for the close between $2 and $5 into each of the 5 filters I was testing. This still produced the same backtest results, so I'm at a loss for what's causing this problem. Any help would be appreciated.
|