I use the long filter effectively but I can't change it so that it finds shorts. Could you share the Stockfetcher filter you use for shorts as well? I would like to backtest it. Cheers! Glen
The code for the short filter has just been posted. My backtesting has the short filter outperforming the long. After you have finish backtesting, it would be good if you could report back as to whether your results correlate with mine.
2 comments:
Thanks so much for the great blog!
I use the long filter effectively but I can't change it so that it finds shorts. Could you share the Stockfetcher filter you use for shorts as well? I would like to backtest it.
Cheers!
Glen
You're welcome, Glen.
The code for the short filter has just been posted. My backtesting has the short filter outperforming the long. After you have finish backtesting, it would be good if you could report back as to whether your results correlate with mine.
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