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Jim Dean

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Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: OT Buy&Hold Strategy: backtestPortfolio Simula
Posted : 2/16/2014 1:27 PM
Post #30959 - In reply to #30957

Hi, Wolf - REVISED post ... added support for Strategy Wizard ...

Thanks for giving it a try. I cleaned up and corrected your strat - working one is attached. Caveat: I don't know if this strat is the same as what Nirvana was using in their presentation.

I modified my Filter formula slightly, changing "=" to ">=" for Year and Month, SO THAT if too few bars are loaded, it starts with the first bar, even if the specified Y/M/D is not in the loaded range.

ALSO, I set up the Filter using VARIABLES Yr Mo Dy instead of hardcoded numbers ... this allows you to run Strategy Wizard on this strat, and have it "search for" the ideal BUY date for a given list of symbols. Not very useful, but it does illustrate how to create variables in a Filter Block.

The strat BUYS on the date specified, and SELLS at the current hard right edge.

Here is a snapshot of the relevant settings:




[Edited by Jim Dean on 2/16/2014 1:29 PM]

Attached file : BuyAndHold.ots (964KB - 488 downloads)
Attached file : Buy and Hold Strat.png (90KB - 1040 downloads)

Deleting message 30959 : RE: OT Buy&Hold Strategy: backtestPortfolio Simula


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