Friday, July 2, 2010

Pre-requisites for testing

First and foremost, I need loads of data to test. This data will be divided for backtesting and walk-forward testing.
1) Download BSE EOD data from BSE website. I already have data for the last 3 months. BSE provides data from Jan 2007 till date. So that is approx 3.5years worth of data for 3000 bse stocks. Probably that should be enough.
2) Trading system in amibroker needs to be tweaked for backtesting, introducing SLs and Targets.
I will add more points as needed.

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