Tesla
7 posts
msg #105881
- Ignore Tesla |
4/10/2012 1:53:56 PM
Hello,
I have created a filter that I want to check in the A.M. (20 minutes after open since data is delayed) and then if a stock triggers, buy it immediately.
The problem is the back test. It back tests well BUT it is triggering based on the end of day data. So, if two conditions were met at anytime during the day, it triggers. The one could be in the AM and the one near close. I need it to trigger ONLY when both conditions are met simultaneously. Otherwise it would be possible to buy on the same day in the real world.
If there a way to back test that all conditions of the filter have to met met at once NOT just at sometime within the day for it to trigger! This really skews the back testing for short term trading
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