Back Testing Sample Formulas & Tutorials

[eSignal_JasonK]

For those of you who are learning how to write back testing formulas, please take a look at some new samples that were posted to the EFS Library today.

EFS Sample Formulas:
BtSimpleMA.efs
BtDonchian_StopReverse.efs
BtDonchian_FixedStops.efs
BtDonchian_ProfitTargets.efs
BtDonchian_TrailingStops.efs
BtDonchian_PositionManagement.efs

These samples are not designed for profitability, but to illustrate the some of the most common methods used for developing back testing formulas. The formulas are also well commented to help explain the logic used.

Have fun and if any questions arise, please feel free to post them in this forum.

[demarcog]

Thanks so much for the code sample

Jasonk,

These examples are immensely helpful to me...thank you very much.

[eSignal_JasonK]

You're most welcome.

[eSignal_JasonK]

Back Testing Tutorial 2: How to Close Positions with Profit Targets and Stops

Hello All,

A new tutorial associated with these sample formulas as been added to the EFS KnowledgeBase. Please see Back Testing Tutorial 2: How to Close Positions with Profit Targets and Stops. This tutorial covers in detail the development process and formula logic used for these samples.

[eSignal_JasonK]

Hello All,

A new tutorial associated with the PositionManagement.efs sample formula as been added to the EFS KnowledgeBase. Please see Back Testing Tutorial 3: Position Management. This tutorial covers a detailed example of managing positions using the lot size parameter of the Strategy Object's trading functions.