why Backtetsing stocks difficult vs backtesting Futures

[DTorSwing]

Coming from backtesting/optimising Futures for few years using Ninja tarder and Multicharts

which I do the same instrument every day, every week all year, so backtesting is quite simple here from my experience

in the case of stocks, i struggle to backtest, as symbols are NOT the same everytime

say, for exmaple
This week, I run a scan, I get 20 symbols
Next week, I run a scan, I get 25 symbols

what period (days) would I backtest the 1st set of 20 symbols and
what period (days) would I backtest the 2nd set of 25 symbols

I am sure these are traded once and not repeated
and what software for stocks, can we backtest like this?

and how can I backtest a week past or a month earlier for a scan thats developed a setup now,
example 10EMA/30EMA

 

[Scataphagos]

Coming from backtesting/optimising Futures for few years using Ninja tarder and Multicharts

which I do the same instrument every day, every week all year, so backtesting is quite simple here from my experience

in the case of stocks, i struggle to backtest, as symbols are NOT the same everytime

say, for exmaple
This week, I run a scan, I get 20 symbols
Next week, I run a scan, I get 25 symbols

what period (days) would I backtest the 1st set of 20 symbols and
what period (days) would I backtest the 2nd set of 25 symbols

I am sure these are traded once and not repeated
and what software for stocks, can we backtest like this?

and how can I backtest a week past or a month earlier for a scan thats developed a setup now,
example 10EMA/30EMA

When it comes to "backtesting/TA", no difference. Exactly the same.

 

[DTorSwing]

When it comes to "backtesting/TA", no difference. Exactly the same.

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

 

[Scataphagos]

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

If "backtesting", should be for significant time. Usually that means "years", not just 1 year.

"Moving Average Crosses"... not the most precise tool, BTW.

 

[DTorSwing]

If "backtesting", should be for significant time. Usually that means "years", not just 1 year.

"Moving Average Crosses"... not the most precise tool, BTW.

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?

 

[Scataphagos]

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?

If your perceived "setup" doesn't form, you're "fishing in a dry hole". From what you've said, I get the idea you don't understand what you're actually testing. ??

 

[DTorSwing]

If your perceived "setup" doesn't form, you're "fishing in a dry hole". From what you've said, I get the idea you don't understand what you're actually testing. ??

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

 

[Scataphagos]

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

What you're asking still isn't 100% clear to me... but I'll take another shot.

Do you mean "compare an issue you can trade only once per day" vs an issue you can trade all through the day?"

If so, you'd have to compare the "time of trade which they have in common"... that is, only the closing prices. ??

If that's not it, then I still don't understand your question.

Is English not your first language?

 

[DTorSwing]

What you're asking still isn't 100% clear to me... but I'll take another shot.

Do you mean "compare an issue you can trade only once per day" vs an issue you can trade all through the day?"

If so, you'd have to compare the "time of trade which they have in common"... that is, only the closing prices. ??
If that's not it, then I still don't understand your question.
Is English not your first language?

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 last 12 months

 

[nth]

Hi DTorSwing,

What platform are you using? You mentioned that you were using NT and MC for futures. Are you using one of those or a different one? I don't trade stocks. But, is this what you are asking about? http://www.ninjatrader.com/support/forum/showthread.php?t=43754