Top Gainers Losers data for backtest ?

D

DTorSwing

Top Gainers Losers data for backtest ?

it sounds like impossible, but I hate to guess,
is there historical data of Top gainers Losers to run some backtest ? paid data is fine
 
Most sophisticated backtesting packages will let you do this sort of thing with a bit of programming - i.e. rank all buy signals and take top 5 etc.

From your comments you are looking to do a scan of the market some time after market open and rank all stocks based upon % change since yesterday's close and go long on a certain number of them?

To trade it: You'd need a data supply that covers all symbols you want to consider - on some sort of intraday snapshot basis.

To backtest it you'll need historical intraday data.
 
jharmon said:
Most sophisticated backtesting packages will let you do this sort of thing with a bit of programming - i.e. rank all buy signals and take top 5 etc.

From your comments you are looking to do a scan of the market some time after market open and rank all stocks based upon % change since yesterday's close and go long on a certain number of them?

To trade it: You'd need a data supply that covers all symbols you want to consider - on some sort of intraday snapshot basis.

To backtest it you'll need historical intraday data.
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yes, correct about ranking them, but I wont go Long on all % up, instead I would apply a SR based strategy I already have in NT/Multicharts

well, i have historical intraday data from barchart, but it doesn't have Top gainers/losers data

which are some of the Most sophisticated backtesting packages?
 
Amibroker, Rightedge, Wealthlab come to mind since they all let you do deep programming. You might be able to do a ranking system in Multicharts too.

You might also be able to do it in traders studio or trading blox but I'm not familiar with them.

The alternative is to write your own using any programming language.
 
I
jharmon said:
Amibroker, Rightedge, Wealthlab come to mind since they all let you do deep programming. You might be able to do a ranking system in Multicharts too.

You might also be able to do it in traders studio or trading blox but I'm not familiar with them.

The alternative is to write your own using any programming language.
More...

I have tried Multicharts and it has a great ranking system in "portfolio trader" but we have to provide symbols list. It can't get Top gainers/losers from Nasdaq like a scanner

thks for the response btw:)
 
I don't think Nasdaq offers historical top gainers/losers. In the old Wealth-lab it would be easily achievable with SetPositionPriority in the ChartScript.
 
I don't understand - why can't you simply find your own "top gainers/losers" for the day rather than relying on some other report?
 
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