Rank: Member
Groups: Registered, Registered Users
Joined: 4/19/2008(UTC)
Posts: 16
Location: Here and there...
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Hi,
How do I backtest a strategy from say 1/1/07 to 1/1/08. I only see a way to test from today back x periods.
Sorry for the noobie question.
Perhaps I should explain why... there are certain macroeconomic events that happened from say 6/1/07 - 12/31/07 and I wanted to see which trading system works best during those macroeconomic environments.
So when using the Explorer, I can only test from "yesterday" and then back so many periods.
Is the answer to create a bunch of securities with only data from 6/1/07 - 12/31/07 and run the trading systems over this data?
If so, does someone have a simple way to edit the securities?
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT
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After you Add Securities to the System Tester, there is a "Dates" button. If you click this button you will have the choice to test for X number of periods or within a date range.
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Rank: Member
Groups: Registered, Registered Users
Joined: 4/19/2008(UTC)
Posts: 16
Location: Here and there...
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Thanks!
Actually I wanted to use The Explorer.
I am loading Industries into the Equis - Daily Performance via The Explorer.
I would like to limit the dates in this tool.
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Rank: Member
Groups: Registered, Registered Users
Joined: 4/19/2008(UTC)
Posts: 16
Location: Here and there...
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I found a way to do it for future ref.
From Explorer, double click the exploration you wish to perform and select Options from THAT window.
It will allow you to do either "Most recent" or set a date and it tests all data prior to that date.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 6/9/2005(UTC)
Posts: 34
Location: Dallas, Texas, USA
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While you can chose dates, ALL the securities must have data for those dates. When you put 6000 bars back of data, MS doesn't care how much data is available for each security; it works with any available data for each security. It would be better if MS would NOT try to validate data existence for all securities chosen when selecting dates.
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