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back-test a strategy

Hi everyone and markd

Is it possible to write a scan to back-test a strategy ?

For instance, I want to test a strategy where one buys when weekly price closes above 40-week MA and sells then closes below 40-week MA.

Is it possible to write a scan to back-test such strategy ? Thanks for all your help.


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    The scan engine runs a scan for one specific date. You can back test a scan by running it for multiple, randomly chosen past dates. So in your case, I think you would have to run the scan for cross above, then review charts for the results to find the cross below. Then you would have to compile the results (per cent gain/loss, holding period) manually. Big job. For automated strategy testing you need something like Tradestation (which is expensive and has a learning curve).
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    Hi Markd

    Does Finviz does this kind of back-test ?
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    Don't know. They do have a back test menu option if you are subscriber but I'm not familiar with it.
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