Edgeware FastBreak Standard Version 6.5 Manuel d'utilisateur télécharger pdf (Page 65)

11. “Delay” of 1 day

12. “Short loss” any value will work (Without setting a stop, or using a signal file, Short

loss will not be used)

13. Check the “Set sell rank = buy rank”

14. “Start date” of 01/01/1989 (notice that FastBreak will change to 01/03/1989, the next

available trading day)

15. “End date” of 12/31/1995 (notice that this date is changed to 01/02/1996, the next

available trading day)

16. “Buy min” of 2 days

17. “Buy max” of 50 days

18. “Delta buy” of 1 day

19. Don’t check the “Use signal file” box

20. Check the “Balance” option (no effect because only one fund is held but this is good

practice)

21. Select the Output Tab

22. Check the Summary file box and enter a name for the summary output file

23. Don’t check “Create detail” (because many cases are being run)

24. Don’t check “Create FNU” because multiple cases are being run

25. Click the Execute button (left most button on Tool Bar)

You should see a window open on the menu showing what is going into the “Summary

file”.

After the execution is complete:

1. Look the Summary Grid Tab and look at the results of each test case.

2. Use the Sort Summary Tool Bar button to sort the summary output by descending an-

nual return.

1 2 ... 60 61 62 63 64 65 66 67 68 69 70 ... 103 104

Pas de commentaire

Edgeware FastBreak Standard Version 6.5 Manuel d'utilisateur Page 65