Backtesting: Shadow Trader
I'm considering adding this to my trading MetaStrategy, but only trading one symbol at a time while it is long. It performs well on stocks like SIRI that have been trading in a range. I remember reading a book that called these "Rolling Stocks." The Strategy enters multiple positions and enters when the 8 period RSI crosses under an oversold level. However, it ignores the first such time this happens. It takes trades on SUBSEQUENT crossings before the RSI goes overbought. In effect it maintains a "Shadow Position" = hence the name.
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Data Range & Scale
The Web Backtester currently uses a Data Range of 10 years of daily data. We'll offer more options here in a future update.
|Metric||Strategy Results||Benchmark Results (SPY)|
|APR (Annualized % Return)||0.00%||0.00%|
|Number of Positions||0.00%||0.00%|
|Average Profit %||0.00%||0.00%|
|Average Bars Held||0.00%||0.00%|
|NSF (Non-Sufficient Funds) Position Count||0.00%||0.00%|
|Maximum Drawdown %||0.00%||0.00%|
The most recent 100 Positions out of 1,234 total are presented here.
|Symbol||Position||Quantity||Entry Date||Entry Price||Exit Date||Exit Price||Bars Held||Profit||Profit %|
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