Jamie Gritton's MI Backtester
misc Maint Comments 9/7/06 1:52pm CT -->
This group of investors originated on the Mechanical Investing board hosted at The Motley Fool site. The contributors at that board search for stock trading scenarios that can be backtested. This testing is no guarantee of future performance but does show one how a given scenario would have performed in the past. WER-based screens and this backtester can be discussed with other users on a Yahoo message board at this link .
TradeSim works by taking the stocks listed in the WER table each week, and then filtering down the list by selecting stocks based on certain criteria. Some of these criteria are published in the WER table, and other criteria are calculated from the price data directly. The fields that are available can be reviewed here . The basic TradeSim model works with a set holding period and maximum number of stocks. In addition to this, the user specifies criteria for selecting the particular stocks. At the end
Jamie Gritton's MI Backtester