The reason this screen cannot be back tested is that the four SMA-based calculated expressions contain the original daily (historical) prices, i6, from DBDP. RW can only back test screens from DBCM and DBCMHIST. Technical Analysis is usually...


Jim,

What you appear to miss is that CMNFY has an assumed weekly dividend yield as I stated before, which is always included in calculating back test returns (see manual). You can pull the magnitude of this yield from dbcmhist. From...


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...


Thanks, Jim, that is helpul.

ABBV is a spin off from ABBOT Labs (ABT). On January 1st, 2013, when you owned ABT, this spin off happened. People saw their share price dive from $64 to $32 (roughly) and were compensated for the difference by...


Jim,

On March 28, I wrote about one of my observations of RW:

When you vary the holding period from 1 to 52 weeks, I observe that the same stocks are ALWAYS selected on the same dates, irrespective of the holding period. That...


Kevin,

One of the ways to check the ordering is to go to RWC Search in the upper right of the menu ribbon and search for "RW community". You then get all comments of this thread. It appears to me that the new ordering you are talking...


RW just came out with a new feature. You can scan with a stop loss and trailing stop. When you look at the effects of such stops, especially trailing stops between 1% and 2% with weekly holding periods appear to decimate the drawdowns. Just look at...


Robert,

“Did you build the backtest extension to 1982 using YQL?”

No.

“How much trouble was that?”

None.

“Any technical problems?”

Once in a while, questioning the Yahoo server (not...


Robert,

On your first point, I have done quite a bit of numerical research with exchange data from Yahoo, just programming our own back tester. As in my former comment, I define slippage in a different way (see former comment). To...


Robert,

“You are saying that only 0.10% of that return occurs on the first day of the week (Monday) with the other 1.75% backloaded into the last 4 days”.

That is not what I tried to say. When I talk about 5%/year slippage,...

  1 | 2 | 3 | 4  

Contact:



For questions or more information or to Order Today, call 1-800-767-3771, ext. 9392 or 1-312-630-9890, ext. 9392
You can also e-mail our Sales Support at: kevinm@zacks.com
Copyright 2012
Zacks Investment Research
111 N. Canal St., Suite 1101, Chicago, IL 60606
(800) 767-3771 ext. 9392