Implements and backtests a simple 200 day moving average trend following rules based on last day of month to limits trades to 12 per year. From the book : 5 BEST Moving Average Strategies (That beat buy and hold) by Steve Burns and Holly Burns Click on the cog to set the input date range eg; 2000-01-01 to 2016-12-31 The book back tested SP500 returns from...
Example how to backtest specific date(s) which can be useful for testing seasonality strategy ideas such as "Sell in May", etc. If using Daily period with wild card dates it will not trade on 1st day of month. If market is closed will trade on next open day. Works only with Daily or lower timeframes. When using on Daily timeframe set dates 1 day earlier to...
Example how to automatically set the date range window to be backtested from X days or weeks ago to present. Additional options are also included to manually set the date range or to show entire range available. Normally when you change chart period it changes the number of days being backtested, which means as you increase the chart period (for example from 5min...