StockFetcher Forums · Backtesting Support · "Maximum selected stocks"<< >>Post Follow-up
tombrown1
61 posts
msg #105515
Ignore tombrown1
3/18/2012 10:55:57 PM

How is "maximum selected stocks" different from "maximum trades per day"?

If I set a backtest at 2 max trades per day, 3 max open positions and 2 max selected stocks,
and then run a backtest at 2 max trades/day, 3 max open positions, and leave max selected stocks blank; I get different results.

Any ideas?

Thanks,


Tom

tombrown1
61 posts
msg #108178
Ignore tombrown1
9/26/2012 10:20:34 AM

Bump

stockfetcher
977 posts
msg #108179
9/26/2012 10:28:42 AM

Here is a very basic example to illustrate the effects.

Suppose your filter produces 5 stocks (in rank order)

A,B,C,D,E

Next, lets assume you are currently holding B and C (and your test does not allow multiple positions in the same stock.)

- If you have "All Stocks Selected", your test will consider A,D,E.
- If you have "2 max selected stocks", only "A" will be considered.

Using this option acts as a post-filter on the number of entry candidates returned from your entry filter.

StockFetcher Support


tombrown1
61 posts
msg #108197
Ignore tombrown1
9/27/2012 11:56:07 AM

Ahhhhh...now I get it. Very enlightening. Thanks!

StockFetcher Forums · Backtesting Support · "Maximum selected stocks"<< >>Post Follow-up

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