Backtesting With Multiple Tickers That Change Daily - EasyLanguage Programming | futures trading

Go Back

> Futures Trading, News, Charts and Platforms > Platforms and Indicators > TradeStation > EasyLanguage Programming

Backtesting With Multiple Tickers That Change Daily
Started:April 23rd, 2015 (03:32 PM) by mks212 Views / Replies:216 / 1
Last Reply:April 23rd, 2015 (03:32 PM) Attachments:0

Welcome to

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

Backtesting With Multiple Tickers That Change Daily

Old April 23rd, 2015, 03:32 PM   #1 (permalink)
Trading Apprentice
Futures Experience: Beginner
Platform: TradeStation
Favorite Futures: Emini ES
Posts: 12 since Apr 2015
Thanks: 6 given, 1 received

Backtesting With Multiple Tickers That Change Daily

Hi, I'd like to test a strategy that makes trades on small cap stocks that have a big gap up or down from the prior day close to the next day's open.

Step 1: scan all stocks that are less than $7 and sort them by Open Gap %.
Step 2: Get the 5 with the largest absolute value change.
Step 3: For each of these 5 stocks, get the high and low of the first 15 min bar.
Step 4: Go long if the stock breaks above the high or go short if the stock breaks below the low

That's the gist of it. Can this be done in EasyLanguage? If need be, I can define the universe of stocks beforehand but I'd really prefer EasyLanguage to be able to run the scan each historical day in the backtest.

The reason I ask, is everything I've done and every example I've seen in EL uses only one underlying security.

Thank you.

Reply With Quote

Old April 23rd, 2015, 03:32 PM   #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.


Reply > Futures Trading, News, Charts and Platforms > Platforms and Indicators > TradeStation > EasyLanguage Programming > Backtesting With Multiple Tickers That Change Daily

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
[Other]       SQL - Daily/weekly/monthly % Change in Price anny Platforms and Indicators 8 April 9th, 2015 07:58 PM
Need Daily Mid line indicator for Multiple Time frames traderbuddy NinjaTrader Programming 7 March 4th, 2013 07:31 PM
Credit default swaps (CDS) tickers or daily/weekly data Big Mike Stocks and ETFs Trading 9 December 28th, 2012 04:15 AM
See free Tickers? Henrik IB Trader Workstation 0 February 4th, 2012 08:14 AM
Daily maximum target for Multiple trades scartree NinjaTrader Programming 2 December 21st, 2010 07:37 AM

All times are GMT -4. The time now is 10:18 AM.

Copyright © 2016 by All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-28 in 0.07 seconds with 19 queries on phoenix via your IP