Another question I had was whether we would have custom formulas output in the backtest results. For instance, can I see the RSI for each trigger? I would like to look at the losers and see if I can identify similarities between them.
--- In [email protected], "jchi18" <inbox....@...> wrote: > > Now that I've found a competent group that seems willing to help, I would > like to pose some questions: > > 1. What is the best way to reference an index (i.e., S&P 500) and depending > on the condition of that index the formula would indicate a buy signal for > stock A or a sell signal for stock B? I am trying to create a simple formula > that trades two ETFs (MDY for longs and MYY for shorts). > > 2. Is there a way to change your position size depending on variables? For > instance, I would like to increase the size of my buys and decrease the size > of my shorts in the case where the overall market (i.e., S&P500 close > its > 200 MA) is in an uptrend. And vice versa. > > 3. I have been reading some books and I wanted to emulate a formula that I > read about. It's very simple but I can't figure out how to do it simply. If > there are three consecutive closes above the 65 SMA, then buy. If there are > three consecutive closes below the 65 SMA then sell. Any thoughts on how to > do it? > > Thanks again for everyone who helped me before. I'm going to guess that > you'll be hearing a lot from me. >
