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Backtest Your Own Signals

Posted by ORATS Team on 11/19/18 12:42 PM

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Symbol Entry Exit Dates (video) integrates user signals in backtesting. The ORATS Backtester allows the user to paste in multiple rows of entry and exit dates to control trading. The backtester will enter and exit trades within each row’s range. The user can select whether to exit on the exit date or not.

 

SignalStockBuySell

Paste in multiple rows of symbol, entryDate, exitDate and the backtest will enter the first available day and if exit on signal is selected, will exit on the exit date, otherwise will exit at expiration.

 

SignalStockBuySellDates

 

Paste "symbol entryDate exitDate" like "IBM 1/3/07 1/31/07" from a Spreadsheet like Google Sheets or Excel. Valid date formats are YYYY-MM-DD or M/D/YYYY.

Here's a GIF on the process.

ORATS Team

Written by ORATS Team

ORATS is a premier options analytics vendor committed to uncovering untapped alpha-generating solutions. ORATS utilizes an advanced, proprietary volatility analysis to produce implied, forecast, and historical volatilities that have been proven to be more accurate market summarizations than those obtained from most commonly available sources.

Topics: Options Strategy, Backtesting

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