I'm trying to back test a strategy I wrote on the SP500 (CBOE) cash index and it's not generating any results. The strategy works fine when back tested on equities, futures and currencies but for some reason it's not working with the SP500 or any index for that matter! Also the custom indicator I'm using as the premise for the strategy works just fine with all the other indexes including the SP500 when applied as an "indicator" but when applied within the strategy nothing happens. Does strategy analyzer have something against back testing on indexes or is it something that I'm missing?
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No results when back testing w/ indexes!
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No results when back testing w/ indexes!
Hey,
I'm trying to back test a strategy I wrote on the SP500 (CBOE) cash index and it's not generating any results. The strategy works fine when back tested on equities, futures and currencies but for some reason it's not working with the SP500 or any index for that matter! Also the custom indicator I'm using as the premise for the strategy works just fine with all the other indexes including the SP500 when applied as an "indicator" but when applied within the strategy nothing happens. Does strategy analyzer have something against back testing on indexes or is it something that I'm missing?Tags: None
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that's a good point! but i need to be able to quantify the sp500. what i can possibly due is use the results generated from the sp500 and cross reference them with the back tested results from the spy. but anyway...
thx again, have a good day!
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yeah, thats exactly what i did. created a stock and mapped it to the index, then pulled the data in for the the stock (mapped to index) and the strategy analyzer ran the back test just fine...but thanks for the help anagoge i appreciate it. if you have any other gotchas that i should know about please feel free to let me know.
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