Settings and activity
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71 votes
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Don Tsung
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25 votes
An error occurred while saving the comment Don Tsung
commented
I would like to see this upgrade as well.
Don Tsung
supported this idea
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This is important for EVERYONE backtesting their ideas! Otherwise the results doesn't mean anything. One stock change can have a dramatic chain reaction to the return figures over time.
For example, I ran a back test 6 months ago and re-ran it a few weeks ago. The difference was a 40% swing from the original backtest to the current backtest in the year 2006 with all the same parameters. The stock that was removed from the (Canadian list) was JDS (JDS Uniphase)
It doesn't show up any more. But it was this stock that got stopped out which triggered the next 5 consecutive successful trades of greater an 30% gains. With this name removed, the picks changed and the outcome was different.