Testen einer Trading-Strategie mit Backtesting Software


Good Question! In order to find the best way to backtest a stock trading strategy, you need to first know what a backtester is and does. Backtesting a strategy is a simple concept.

Warum das Führen eines Trading-Journals wichtig ist 4 minutes. Pros and Cons of Paper Trading. If Statements are the key building blocks of all trading logic. Backtesting can provide plenty of valuable statistical feedback about a given system.

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Good Question! In order to find the best way to backtest a stock trading strategy, you need to first know what a backtester is and does. Backtesting a strategy is a simple concept.

Charts Save charts for all your favorite symbols, technical indicators, and timescales for easy retrieval next time. Chart your favorite symbols. Patterns Screen for recognized patterns such as a Hanging Man or create reusable blocks of custom criteria. Online anytime and anywhere via your browser Instant access from all your devices.

All you need is an internet connection. Point-and-click criteria builder Easily build complex custom criteria with point-and-click or touch-and-click. Proprietary in-memory processing Fast response times with on-the-fly calculations. Unlimited customization Save unlimited versions of Screens, Strategies, etc for instant access from all of your devices.

In-page help Look out for the 'Tutorial' button at the top of each page for extensive in-page assistance. Tailored support Contact us at any time for personalized support or request for a new feature to be added. You can also build and access your own datasets. Create a custom Strategy You can also start with one of our Screening examples which can be easily converted to Strategies.

Company information About us Contact us Terms of service Privacy policy. Help resources Site search Help pages Blog articles. Example libraries Strategies Screens Charts and indicators Patterns. Data coverage Exchanges Upload data. All data is end-of-day. Backtest your trading strategies Screening Screen the market using technical and fundamental criteria to find suitable symbols for further analysis. Create a custom screen Charts Save charts for all your favorite symbols, technical indicators, and timescales for easy retrieval next time.

For example, if you are confident the market will be range bound going forward, you can find out what strategies perform best in this type of market.

This is done by backtesting over historical timeframes that were range bound and seeing which strategies are best. Backtesting also helps you see which strategy parameters are most robust across different time periods.

Thus, backtesting can provide valuable trading insights even though it cannot guarantee the future. Some interesting things you might discover: Select the stock you want to backtest your technical strategy on. Amount of money you start with Stoploss: Point at which you want to get out of a position moving against you. A regular stop means you will get out of your position if the stock falls a set percentage below where you bought it.

Sell when your stock attains a certain percentage gain Can turn off by selecting Don't Use Target. Select the historical dates between which you want to test the strategy. Signals involve the crossings or relations between price and technical indicators. For example, the golden cross, buy when the 50 day simple moving average sma crosses above the day sma and sell when the 50 day crosses below the day death cross.

The following links explain some popular technical indicators: Get trades will literally show you the trades you would have made if you went back in time with a summary of performance included. We want to know how confident we can be to reject that the two returns are the same. The graph plots the value of the portfolio over time with an included summary of the performance. This is for backtesting a strategy that you would apply to your portfolio as stocks reach your technical buy and sell signals.

In the first textbox, enter the tickers for the basket of stocks you want to backtest your technical strategy on. Enter each ticker separated by a space. To include all 30 in the backtest, just type DJIA which is the default. Target Number of Open Positions: This is the number of stocks you want to have a position in and no more.