andrew.gibbs777
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Stock Backtesting (Handling Splits) and high early values
When backtesting stocks using a $ amount, example $10,000 per trade (as opposed to using number of shares) can you allow a faction of 1 share to be
used please perhaps with an on/off checkbox.
For example when testing instruments such as UXVY or VXX due to the reverse splits on these early price data can be in the 10's of thousands or even
millions. If however GSB allows fractions of shares that means the engine can backtest holdings of less than one share and gives a realistic view of
the result. For instance say the value of a split adjusted instrument like UVXY was $156,768 a few years ago and we only want a $10k parcel to be
tested but one share is way.. above $10,000 then a fraction of a share can be used for backtesting.
Obviously results wouldn't be able to be replicated in Tradestation because that will only allow a minimum of 1 share to be used. But in GSB this
feature would solve this particular issue.
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admin
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Would a workaround, use 1000,000 and divide the results by 100. That will work for ts too.
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andrew.gibbs777
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How about $100,000,000 and divide results by 1,000,000?
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