Hi Jon, This is really great. I have a few questions. I'm still learning Factor so I may have misunderstood the code, but these are more of general usage questions:
1) Is any given signal price between high/low of the bar for the period you select a buy/sell signal? 2) Any thoughts about increasing granularity to below daily bars and adding additional data providers? 3) You have to do detect-signals before backtest, is that correct? It seems redundant unless I am misunderstanding something Thanks, Dexter On Thu, Nov 7, 2013 at 11:39 PM, Jon Herron <[email protected]> wrote: > Hi all - > > About a month ago I got some really helpful feedback on the start of my > backtesting app. Tonight I finally got something that is close enough to > call version 0.1. So far the app supports downloading historical data, > detecting signals and simulating buy/sells against a configurable brokerage > account. At the end of the run a simple report is provided of the account's > cash, assets, transactions and (really rough estimate of) taxes owed. > > There are still lots of things I want to do with the app, but wanted to go > ahead and share it in the off chance it was of interest to anyone. > > https://bitbucket.org/jherron/btp > > As always, any feedback/bug reports/contributions are welcome, and thanks > again for the help. > > Jon > > ------------------------------------------------------------------------------ > November Webinars for C, C++, Fortran Developers > Accelerate application performance with scalable programming models. Explore > techniques for threading, error checking, porting, and tuning. Get the most > from the latest Intel processors and coprocessors. See abstracts and > register > http://pubads.g.doubleclick.net/gampad/clk?id=60136231&iu=/4140/ostg.clktrk > _______________________________________________ > Factor-talk mailing list > [email protected] > https://lists.sourceforge.net/lists/listinfo/factor-talk > ------------------------------------------------------------------------------ DreamFactory - Open Source REST & JSON Services for HTML5 & Native Apps OAuth, Users, Roles, SQL, NoSQL, BLOB Storage and External API Access Free app hosting. Or install the open source package on any LAMP server. Sign up and see examples for AngularJS, jQuery, Sencha Touch and Native! http://pubads.g.doubleclick.net/gampad/clk?id=63469471&iu=/4140/ostg.clktrk _______________________________________________ Factor-talk mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/factor-talk
