Through the Backtesting Module, you can test the different combinations of programmable modules and see when they would alert on a particular symbol.The Backtesting module shows the results of alerts that would have been generated by the "Current Settings" (defined below) of the entire Stormtracker Scanner in realtime. This allows the user to modify the settings, backtest, view the results, then go back, tweak the "Current Settings" and backtest again, until the desired result is obtained. Testing can be done on a single symbol or a set of
symbols(batch processing), on intraday data, up to 4 days back."Current Settings" are defined as
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The combined values of the Configure windows for ALL modules
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User-Defined, editable Methods( Moving Averages, Delta Volume Strength, Momentum, Relative Strength)
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All the Programmable Modules(PM), including the Methods associated with them
If you modify any of the "Current Settings" in between backtesting runs, you should check "Overwrite" before pressing "Gen Data" to start backtesting, in order to ensure that the latest changes to the "Current Settings" are generated in the backtest run.To start the Backtesting Module, press the "Backtest" menu item on the main Stormtracker toolbar. Once the backtesting module has started you cannot run Stormtracker in Live Scanning mode unless you restart Stormtracker. Similarly, if Stormtracker has been started scanning in live Realtime mode, the Backtest Module can't be used until Stormtracker has been restarted.
The Backtesting Module consists of 2 parts
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Scanning Configuration - the upper part of the window specifies the what to be scanned and does the actual scanning. This topic describes this part
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Report Generation - the lower part of the window allows you to look at the results of the scan, either on a single symbol or, to generate reports of multiple symbols.
Scanning Configuration
The following figure shows the configuration choices of backtesting
Report Generation
The lower part of the
backtesting window allows you to look at the results of the scan, either on a single symbol or, to generate reports of multiple symbols. This topic describes these 2 methods of viewing the results of
backtesting:
1. Symbol Viewer
2. Report Generator
The "Symbol Viewer" allows you to look at the state of the collective Stormtracker Scanner's modules at any point during the day, for a day that has been backtested.As the symbols are backtested, they become available for viewing as shown in this example - Starting the Symbol ViewerTo start the Symbol Viewer, choose the symbol and date and then press the "Symbol Viewer" button.The rows represent the time of day in 30 second intervals.The columns represent the Base Modules, Programmable Modules and methods and are displayed in alphabetical order from left to right. An X in a cell means that the symbol would be alerted in that module at that time. A blank cell means that the symbol is not alerted at that time. See Starting the Symbol ViewerColumns contain references to Base Modules and Programmable Modules, both of which which are always present in Stormtracker and will always have columns in the Symbol Viewer. Then there are the Programmable Methods and Market Sentiment Indicators(MSIs) which will also appear as columns in the Symbol Viewer, but whether these appear as columns in the Symbol Viewer depend on if the Methods and MSIs are configured by the user.The following chart lists the Base and Programmable Modules with the Columns in the Symbol Viewer associated with them. These correspond to the same modules that can be listed in the Add/Edit Modules window by choosing the "Non-Editable" selection. The Level 2 Size Alert Modules only function in realtime scanning mode and as a result do not appear in backtesting or in the Symbol Viewer Base Module Column Heading in Symbol Viewer
· Gappers/Key Reversals GapDn,GapUp,KrDn,KrUp
· New Highs NewHigh
· New Lows NewLow
· Strong Stocks Strong
· Weak Stocks Weak
· Stochastics Overbought StochOB
· Stochastics Oversold StochOS
· Program Trading PTBuy,PTSell
· Programable Modules 1-5 PM1,PM2,PM3,PM4,PM5
All columns listed in the Symbol Viewer that are not either a Base or Programmable Module correspond to an editable module that is configured in Stormtracker. These will be one of the 5 Editable Module types- Moving Averages, Delta Volume Strength, Momentum, Relative Strength, or PrevDay Range. The caption of these columns will correspond to the name of the Editable Module
The Report Generator allows you to compile all the symbols that have been backtested and group them by any combination of alerts.All the modules(Base, Programmable, and Editable) are displayed as checkboxes in the lower half of the BackTesting Module. To generate a report select the desired modules, select the dates the report is to be compiled over, and press Generate Report. A Report consisting of the symbols alerted to over the selected modules will be compiled.
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