I would like to backtest a market strategy by placing it 10 years in the past and walking forward day by day. The process involves scanning end-of-day data for a cross above the 200-day simple moving average. Anyone know a program that can do this? Just to clarify:
-The universe is all US large cap stocks.
-An example of what I want: I set the Date to January 1st, 2000 and perform a scan for all US large cap stocks that closed above 200sma. I choose the stock I want to add to my portfolio and then move on to the next day and so forth.
-I do not want to see the subsequent data. When I scan for Jan 1st I do not want to see what happened after since it will bias me.
-Ideally I don’t even see the ticker symbols
Submitted October 15, 2017 at 10:36AM by Mowgli1984 http://ift.tt/2gGyDKm
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