Tagged Questions

-4
votes
0answers
36 views

Best way to test the filter rule for buy and sell signals [closed]

I am a masters student, and for my thesis I am examining the opportunity for profit using technical trading rules in the stock market. I am concentrating on the filter rule which says "A stock should ...
9
votes
2answers
627 views

How to simulate slippage

I'm backtesting a trading strategy, using free OHLC data from yahoo or google. I'm simulating friction by lopping a flat percentage (say 0.5%) off my returns for each day that I make a trade. Whats ...
17
votes
7answers
1k views

How to design a custom equity backtester?

I was thinking about writing my own backtester and I realize I have to make some assumptions. So I was hoping I could post what I am planning on doing and hopefully some of you can give me some ideas ...
6
votes
2answers
323 views

Is there something like opportunistic “superstitious” trading?

This sentence in the following paper got me thinking: "Some traders [...] trade every pattern whether proven or not, expecting authentic ones to produce positive results, whilst the profits and ...