Reply To: Back Tester Help

Optuma Forums Optuma Scripting Back Tester Help Reply To: Back Tester Help

#66973
Matthew
  • Topics: 5
  • Replies: 521
  • Posts: 526

Hi,

I wouldn’t do this as a script, i’d setup a Rebalance Back Test, where the Filter was something all codes would pass (Close() > 0 for example) and the Ranking was the 126ROC value.

You can then run the back test over the GICS Level 1 Sectors, and set the Max Positions to 3 and % per trade as 33.33%.   You can rebalance the positions as often as you wish (Weeky / Monthly, etc).

More information here: https://help.optuma.com/kb/faq.php?id=1022

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