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Need Help with Backtest

Hey guys. Does anyone know of a really simple and (preferably) free stock strategy backtester? I am working on a strategy and I have my symbols picked out but I would like to run 1, 3, 5 year backtests with following criteria:

Open Position Rules
* Today's current ask price is at least 12% less than highest price during previous 200 days.
* Today's current ask price is at least 7% less than highest price during previous 5 days.
Add to Position Rules
* Add on 11% price drops (My same symbol lowest trade price move is greater than value of my same symbol highest trade price %)
Exit Rules
* Sell when profit reaches 5% or more ($.07 pullback after reaching profit goal)

These aren't very technical criteria but I can't find a backtester that will use these rules. Does anybody know of a site where these would work? Thanks in advance!
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QuantConnect is an online backtester Russ, and its free. You just need to code up your strategy. How many stocks do you scan?

Be careful with strategies that are sensible to those precise percentages, its essentially curve fitting to recent market volatility and the strategy will break when the market conditions change.
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Hey Ryan. I don’t know how to code so I was looking for an easier solution, especially since I don’t have a lot of technical criteria to evaluate. I have 10 symbols or so that I want to backtest for a new strategy I am developing.
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It should be fairly simple to code up Russ - and its worth while to learn. You would add the symbols you want and then save 200 days of data into a cache. Scan the cache for the price levels you're interested in, then place the orders.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Jared--so you can only use 200 days of data? Is there a way to see 1-year, 3-year, 5-year results?
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You can select up to 15 years of data Russ, but your strategy description above only required the last 200 days in memory. So to save RAM on the machines you'd probably only want to cache 200 days worth.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hey Jared can you shoot me an email at russ@brandingu.net? I have a few questions don't want to clog up the board. Thanks.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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