I am new to the RW Community. It seems to be relatively inactive. Moreover, it is difficult to use. For example, the latest post is not listed at the top of the page, but rather the bottom, forcing one to page down many pages to find it. Also, I have been unsuccessful in downloading .und files posted by other members. It seems that all that I get is a file of html source code for the web page in question rather than the .und file. A new issue of "Tips and Tricks" supposedly is posted every other week, but I have yet to see any new ones posted. Any one have any tips to make this site more user friendly?
Any back-test system is notoriously incorrect when prices get less than 10 cents, as the unit of price change is usually not less than 1 cent. RW warns for that artifact.
In order to avoid back testing of stocks that may change 10% per tick and have enormous relative spreads that are not accounted for, you could either program:
(1) movingmean4(i5)*i22>500000 and i21>50 and i5>5
or what Kevin usually does:
(2) i5>5 and i22>100000 (with possibly i21>50 or i21>100)
Please note that Dividends and Splits are included in i5, with dividends being averaged over a year. I would not spread out the dividends but pay them out one day before ex-dividend day. You may include an option to calculate the free cash flow from fixed investments/stock each holding period and delay the dividends to the pay-out day and subtract the proper tax.