Hacktest Name: (Optional) |
Trades |
Instructions |
|
Input Data Structure
- Enter as many lines of data in the "Trades" box as needed. (The box is resizable from the bottom-right corner.)
- Format each line of data as follows (brackteted items are optional):
DATE [WEIGHT_1] SYMBOL_1 [WEIGHT_2] [SYMBOL_2]...
- Delimiters may be spaces, tabs or commas.
- Comments may be added to the end of data lines, or in their own lines, by begining them with the '#' character.
- See the pre-populated sample input on the left, visible with a fresh load of this page.
Dates
- Data lines must be in ascending order by date.
- Most US date formats with four-digit years are recognized.
- Dates must be US market dates; the backtester will report errors otherwise.
- The backtester rebalance the portfolio to specified weights (or equal-weight) only on the dates specified.
Symbols
Symbols must be of three types:
- Ticker symbols reconized by Yahoo! Finance.
- Special symbols recognized by the GTR1 backtester (for example, 'Cash').
- User-defined symbols referencing "screens" or "blends" run by the GTR1 backtester (see the "Symbol-Screen References").
Additionally, keep the following in mind:
- Use special symbol 'Cash' to specify cash positions. The symbol is case-sensitive to distinguish it from 'CASH', a stock.
- 'Cash' earns the 3-month constant maturity US Treasury Bill yield.
- Use special symbol 'End' to specify the end of the backtest. The symbol is case-sensitive. Subsequent trade lines are ignore.
- All data on specified Yahoo! symbols comes from Yahoo!, not the GTR1 root universe. (One reason this is called a hacktester!)
- Delisted symbols are not available. (Again, hacktester...)
Weights
- Weights are optional, but if a weight is provided for one symbol in a line, then weights must be provided for all symbols in the line.
- If weights are omitted in a line, the backtester assumes equal weighting until the next line's date.
- Weights may be negative, thus allowing short positions.
- Total weight on each line must be positive.
- Weights are not to be confused with shares.
Operation
- Click the "Create Backtest Link" button below to generate a GTR1 Backtester link.
- Follow the GTR1 Backtester link and run the backtester.
- Symbols and market dates are not validated until the backtest is run. If the backtester reports errors, return to this page to fix them.
|
Screen References by Symbol |
Instructions |
|
- Enter as many lines of data in the box as needed.
- Format each line of data as follows:
SYMBOL GTR1_URL
- SYMBOL must be composed of letters, numerals and underscores, and must begin with a letter or underscore.
- GTR1_URL must be a URL for any GTR1 backtest or blend.
- Comments may be added to the end of data lines, or in their own lines, by begining them with the '#' character.
- Note that this "advanced" feature can involve complexities with lags, trading at open versus close, etc.
|
Additional Settings |
|
|