Reply To: Back Tester Help

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

#66995
Louis
  • 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.

Thank you.

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