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This is a slightly modified version of the sample algo, where instead of buying when the stock goes up, you buy when the stock goes down, vice versa for selling. It bets the whole account in each trade, so no scaling in or scaling out. I've added commissions as well, to reduce the outrageous return.

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Backtest from to with initial capital ( data)
Cumulative performance:
Algorithm Benchmark
Custom data:
Week
Month
All
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Information Ratio
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Benchmark Returns
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Volatility
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Max Drawdown
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Information Ratio 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
This backtest was created using an older version of the backtester. Please re-run this backtest to see results using the latest backtester. Learn more about the recent changes.
There was a runtime error.

Apple is a wonderful stock ;)

That's a neat exercise, thanks!

Dan

actually tried this out on a couple of other stocks. not too shabby heh.

Hmm. I copied your source code, and got completely different results.

Hi Ken - did you run the same start and end dates?

What you can do is reply to this thread, click "add backtest" and share your backtest code/result with this thread - we can figure out the difference that way.

Dan

Hi Dan. Thanks. That was it - non-matching end date. After July, 2012, this algorithm falls apart. Still, very interesting. Love the platform!

The choice of apple as the default stock was canny :)

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