[Richard McKamie]

Suppose we run a 10 year back test for the NASDAQ 100 or DOW (2014 to 2023). When evaluating 2014, does the program only use stocks that were in the index in 2014, or does it use the stocks that are in the index in 2024?

[Richard McKamie]

You might want to go into your.ini directory and look at the affected files (strategies) using a text editor and adjust the reference names in those files. Before doing that, I would recommend you duplicate your folder structure and do this in the copied area.

Open the ini files with a text editor like notepad. When you open this file you will see a list of all your strategies and stocks, one on each line. Next you will see Stocklists and Stocksets.

Stock symbols are shown without a #
Strategies begin with a #

I’m guessing that you will see the wrong names in your file. Most likely, it refers to strategies that no longer exists. The files names in strategy folder match the strategies names in the ini file. To fix you would need to carefully change the bad names to good names, being careful not to mess with the format.

I’m certainly not an expert but it might be worth a try.

Example from Nasdaq hedged strategy. If, for example, #Hedge was now called #Hedge2, you would need to #Hedge to #Hedge2.

#Hedge=#Hedge 1,2,1,1,0.00
#Nasdaq100 balanced without hedge=#Nasdaq100 balanced without hedge,2,1,1,0.00
QQQ=PowerShares Nasdaq-100 Index,2,1,1
[StockSets]
StockSet25=Nasdaq100 hedged@Nasdaq100,1,3,StockSetStrategy25,2016-03-16,2019-11-05,#Hedge@1,
#Nasdaq100 balanced without hedge@1,QQQ@1

Example from NASDAQ leaders strategy consisting of only stocks

AAL=American Airlines Group Inc.,2,1,1
…
WYNN=Wynn Resorts Ltd,0,1,1,0.00
XEL= Xcel Energy Inc.,0,1,1,0.00
XLNX=Xilinx Inc.,2,1,1
QQQ=PowerShares Nasdaq-100 Index,2,1,1
SPY=SPDR S&P 500 Index,2,1,1
[StockLists]

$Nasdaq100=1,1,0.00,AAL,AAPL,ADBE,ADI,ADP,ADSK,ALGN,…,XLNX
[StockSets]
StockSet24=Nasdaq100 leaders,3,3,StockSetStrategy24,2015-02-02,2019-12-12,$Nasdaq100@1,QQQ@1,SPY@1

[Richard McKamie]

I have this problem a lot, too. I just got this error with NASDAQ 100 Hedged with version 524S. Dates are 1/1/2006 to 1/1/2010. I used Tingo to upload the data (if that makes a difference)

[Richard McKamie]

If you update the tool please consider adding the month by month, year by year tables shown on the website. For both the tool and the website, please add a column to the table which shows at least one yearly reference value (SPY) next to the strategies yearly return values. (I wrote an Excel tool to pull this data out of the result files in the Data folder and output it in the same format as the website.)

[Richard McKamie]

I’m curious: How did your strategy work this week? What are the signals for next week? What type of performance has it had long term? Is it vulnerable to quick market drops with quick reversals? I will look at modeling something like that, too. Thanks for any input you have on this.

[Author]

Posts