NexusFi: Find Your Edge


Home Menu

 





Backtesting With Multiple Tickers That Change Daily


Discussion in EasyLanguage Programming

Updated
    1. trending_up 1,740 views
    2. thumb_up 0 thanks given
    3. group 1 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
mks212
NY, NY
 
Posts: 12 since Apr 2015
Thanks Given: 6
Thanks Received: 1

Hi, I'd like to test a strategy that makes trades on small cap stocks that have a big gap up or down from the prior day close to the next day's open.

Step 1: scan all stocks that are less than $7 and sort them by Open Gap %.
Step 2: Get the 5 with the largest absolute value change.
Step 3: For each of these 5 stocks, get the high and low of the first 15 min bar.
Step 4: Go long if the stock breaks above the high or go short if the stock breaks below the low

That's the gist of it. Can this be done in EasyLanguage? If need be, I can define the universe of stocks beforehand but I'd really prefer EasyLanguage to be able to run the scan each historical day in the backtest.

The reason I ask, is everything I've done and every example I've seen in EL uses only one underlying security.

Thank you.


Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Ninjatrader users - good CONNECTIONs post and article fr …
NinjaTrader
$12M Ceasefire Contract Goes Disputed as Bandar Abbas St …
Prediction Markets & Event Contracts
Strike Pause Holds, Oil Erases Monday Spike -- May CPI W …
Traders Hideout
Iran Forward Curve: June 30 at 56% vs June 15 at 28% -- …
Prediction Markets & Event Contracts
May 26 Deadline Dies at 7.5% as US Strikes Iran During C …
Prediction Markets & Event Contracts
 




Last Updated on April 23, 2015


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts