- Topics: 23
- Replies: 39
- Posts: 62
Thank you for clearing that up. I appreciate you helping me get comfortable using the Back Tester. I am not sure that setting the rebalance positions property to on signal is exactly what I am trying to test. I believe setting the rebalance positions property to on signal stops the monthly rebalance and only rebalances based on the filter.
What I really want to test is a monthly rebalance, but also have the flexibility to exit before a monthly rebalance if the filter triggers false and re-enter if the filter triggers true again. Is this possible to maintain a monthly rebalance and have additional exits and entries based on the filter or some other way to program this?
Just for your information, the script I have for the criteria just asks if the benchmark index has its 3 day moving average above its 200 day moving average.
D1 = GETDATA(CODE=SPY:US) ;
MA1 = MA(D1, CALC=Close, BARS=3) ;
MA2 = MA(D1, BARS=200, CALC=Close) ;
MA1 > MA2
- This reply was modified 4 weeks ago by Louis Spector.