Here’s a simple screen which buys a stock after 5 down days followed by 3 up days.
It seems to me the backtest is buying on the day the criteria are satisfied . Shouldn’t it be buying at the next open after the criteria pass? log and chart attached
// last 3 days up and previous 5 days down
LoopSum(“Close(CTR)>Close(CTR+1)”,3)>=3
LoopSum(“Close(CTR+3)<Close(CTR+4)”,5)>=5
The stock went up on the 5th, the 6th, and the 9th. The stock was bought on the 10th at the open. So I think it’s working the way you wanted it to.
Here’s a simple screen which buys a stock after 5 down days followed by 3 up days.
It seems to me the backtest is buying on the day the criteria are satisfied . Shouldn’t it be buying at the next open after the criteria pass? log and chart attached
// last 3 days up and previous 5 days down
LoopSum(“Close(CTR)>Close(CTR+1)”,3)>=3
LoopSum(“Close(CTR+3)<Close(CTR+4)”,5)>=5
Never mind, my mistake. Can I delete this topic?
