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Portfolio123 » List all forums » Forum: General Comments » Thread: BLOG: Advanced Backtesting (Chapter 6) |
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Total posts in this thread: 4 |
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mgerstein
Advanced Member
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EXCERPT: The basic backtesting we've done thus far produces results that are intuitively easy for us to grasp. We get a simple view of how much our money would have grown (or shrunk) had it been invested according to the rules of our screen and how that compares to passive investment in a benchmark. But suppose you vary the start and end dates, even slightly. Depending on how you catch the zigs or zags, your results could change, sometimes by a lot. We can use advanced backtesting to eliminate this luck-of-the-draw aspect of our studies. FULL ARTICLE. BY: Marc Gerstein CATEGORY: Step By Step |
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avkale
Advanced Member
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While this feature is really useful for testing time sensitivity of a screen, the output from the advanced testing leaves much to be desired. The output does not really show if the returns will be compatible with each other regardless of start point. Enclosed are two spreadsheets, the way P123 presents the output and the way I believe will be more useful presentation for analysis. ---------------------------------------- 
screen-1_orig.xls
(4561 bytes)
(Download Count: 41)
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screen-1_desired.xls
(28672 bytes)
(Download Count: 40)
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o806
Advanced Member
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I agree. It would be helpful if the equity curve number could be included as in your desired spreadsheet. This, of course, requires the appropriate grouping of results as also shown in the spreadsheet. |
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fxq
Advanced Member
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What is the minimum membership level required to use the Advanced Backtesting feature? Silver? |
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