Hi guys - been a while since I’ve posted. Just a request to please the following into the new backtester:
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When taking a signal e.g. a 20 day breakout being able to sort by relative strength or other script for all the breakouts on the day. Interestingly / similar to RRG charts sometimes I feel the better performing breakouts have good (2nd/3rd quadrant) / not the best RS. Want to test this idea.
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being able to put a stop loss in a rebalacing portfolio - e.g. 20% stop of a monthly rebal.
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Able to test a pitchfork / regression line test on xx bars on the past or last 3 key pivots etc.
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Could we create a random Survivor Free Bias universe of stocks from the Nasdaq, S&P, ASX, UK or Indian markets etc. Testing ideas across multiple Company market caps and regions. Finding we curve fit too many ideas for the S&P or Nasdaq & large cap.
thanks
mandeep