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ok, I also measure and filter stocks by volatility from its ATR value and works good for me for position size, I would be trying/testing smaller amounts/symbol, before finalizing my setup tks for the input

oh ok. I have never checked if symbols are co-related, so are you saying they should be co-relation? between backtested and new symbols? and how do do i check if they are co-related, like same sector/ sector Industry ?

can anyone chime in and comment as I moved from Futures and new to stocks backtesting

Ok, with size of $10,000/symbol, I am afraid of days that I lose 4 out of 5 or even 5 out of 5 and let me read about % risk

I know it depends on individual trading style and r/r but by average, how much $$/each symbol for a 50k account balance how much $$/each symbol for Descretionary Trading how much $$/each symbol for Automated Trading I am sure Automated, we can do more symbols, but if I do 1k 0r 2k/symbol...

let me give an example say, i am backtesting RSI2 pullback method (a popular one) and it gave a good + PnL results in backtest just for example, during backtest, it gives symbols, MSFT,SBUK,ARNA,ACAD,ARIA during scan today, it gives symbols, ARUN,ABTL,BIOC,BLOX,CLNE it showed ++results for...

i would need 15min charts for historical data

ok, thks. I have seen stockchats, but I use TC2000 which can do scan and email alerts. But both can not do backtest

thks and appreciate that. so if you find correlated stocks, how do you filter and minimise the #. pl give some example if you can

I use Ninja and Multicharts. thanks and that link wont solve problem, as even if you import all symbols, hard to get historical data for all Nasdaq symbols

Thanks for details but I screen by technical analysis, like example RSI2 or 200MA and a Pullback, and I think Morningstar has only fundamental stuff and finviz is better but cant do much backtest no, i dont need real time data to do this test, i need historical data for atleast two years

and guys, backtesting can't do curve fitting, but only optimiser does as backtest, parameter values are finalised and set, and can't change like optimiser do you all agree?

I know finviz.com very well but not sure what you trying to say about it can you be detailed

very good point about length of testing a system . i have tested a swing system for a year and dat trading for 6 months and works great. any shortening would hurt

Coming from Futures backtesting/optimising, I find doing it for stocks quite harder. Beside many reasons, symbols change for every scan and different symbols at diff time I have NinjaTrader andf Multicharts which allows me to get datafeed for only 100 symbols and 500 symbosl for extra fee, but...

correct, I use Ninjatrader and Multicharts. yes I can import 3000 symbols list but my datafeed Barchart can only run for 100 symbols or very max of 500 symbols for extra fees not more than 500 symbols

well. it could be my problem of explaining as I am coming from Futures which trades "same instrument every day through out the year so what I want to filter the stocks out of entire NASDAQ that meets a scan criteria, example mean version and find out what days could they have entered in the...

it is the possoiste,. I think you not understanding my point at all and I specified few times that Stock from a scan "trade only once" vs Futures (example ES) trade every day how can you backtest the same way I leave others to answer

ok, MA cross was just example, my scan setup now is "mean reversion" so you are saying that though a setup formed now in a scan, we backtest this symbol for year or years? why backtest on the days when the setup didn't form at all?

sorry, so would I backtest these 20symbols for a year like i used to do Futures but steup (like 10/30 EMA cross, example) wont be valid all the time