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Backtesting Support · Newbie Needs Help Understanding Results
olathegolf
msg #89201
3/6/2010 10:53:22 AM

I am new to Stock Fetcher and am having problems understanding the results from my backtest. Setup is as follows:

Entry Filter
Show stocks where close is above 10
and average volume(10) is above 400000
and the RSI(2) is less than 2
and Slow Stochastic(14,3) Slow %D is below 20
and close crossed below lower bollinger band(20)

Basic Setup
Name: Bollinger Band Crossed Below 01
Approach Type: Short
Start Date: 10/01/2009
End Date: 02/01/2010
Benchmark Symbol: ^SPX

Exit Setup
Stop Loss: N/A
Profit Stop: 5%
Trailing Stop Loss: N/A
Minimum Holding Days: N/A
Maximum holding days: 40

Extra Indicators
Entry Columns:
Show Performance After: after 2 days
after 5 days
after 10 days
after 25 days
after 40 days

Advanced Options
Selection Method: select by volume descending
Entry Price: open
Conditional Entry: No
Exit Price: open
Maximum Trades Per Day: 25
Maximum Open Positions: 250
Maximum Selected Stocks: All

I have a problem understanding the results. The program should execute a profit stop if I reach a 5% profit. It doesn't seem to do that correctly. As an example, here are 2 of the results:

Symbol Trigger Date Entry Price Exit Date Exit Price Days Held Last Close Draw Down Max Profit Gain/Loss 2 day chg 5 day chg 10 day chg 25 day chg 40 day chg Exit Type

MOS 10/1/2009 45.69 11/30/2009 54.41 40 54.45000076 -25.67% 1.51% -19.09% 0.59% 8.69% 10.90% 8.32% 18.95% TRIGGER

For MOS, why does it wait for 40 days to trigger? I made 5% very early (within 5 days) but the program waits for 40 days and shows a -19.09% loss.

PNM 10/1/2009 11.24 10/29/2009 10.68 19 11.26000023 -11.92% 13.26% 5.00% 4.80% 9.70% 8.99% -1.78% -0.80% PROFIT STOP

For PNM, why does it wait for 19 days to execute a profit stop at 5%? It made 5% within the first 2 days and should have triggered then.

Please help.

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