Stock price greater than and smaller than

Author: mrsic

Creation Date: 7/11/2018 9:05 AM

Wealth Lab » WealthScript (.NET) » Stock price greater than and smaller than

mrsic

7/11/2018 9:05 AM

Hi,
i am not a programmer but i give my best.

Can anyone help me with this. I want testing a portfilio with Stocks between 10$ und 100$ and i dont know how. I have try it with "SetShareSize" - i think this is wrong because it's a method.

CODE:
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greetings Damir

Eugene

7/11/2018 9:38 AM

Hi Damir,

It's

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However, note that your backtesting results can be inaccurate when using the fixed price boundaries due to split adjustment. The correct way to do it can be found in post #2 in thread below, for example:

Split and Dividend Adjusted Prices? (Custom cumulative dividend series)

As you can see in the walkthrough, it's a very simple change to your trading system. Since you're not dealing with Fidelity data, a little tweak is required to the code example:

CODE:
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Other providers (e.g. Google) may not support this.

mrsic

7/13/2018 9:51 AM

Hi Eugene,

QUOTE:
CODE:
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Is this not the same as in WL - Data Manager - Yahoo Data! - checkmark "Perform Split Adjustment"?
Or do i need this because i am using the settings in the DataManager?

Eugene

7/13/2018 10:27 AM

Yes, you can disable split adjustment for Y! Provider and then your backtest will operate with the unadjusted historical prices - as they were in stock's history. In this case the SplitReverseFactor trick isn't required.