Enter new backtester job

Here you can enter a new backtester job. The backtester code uses Radiscript, which means that as soon as you have a job you like, you can generate your own picks for your own screens using Radish' excellent tools which can be found here. Radish' site also has tutorials for Radiscript which is used here.

You can find a list of all the fields available from the SIPRO field list.

The backtester currently has monthly data from 1997-08-31 to 2010-07-23 (weekly data from 2003-01-03 - without gaps from 2003-03-14).

If you use the new multi-screen and/or blend features, make sure each screen in it has a unique name (the string you give to "Define"). If they have the same name, the returns calculated are wrong.

Holding period:
Start date (YYYY-MM-DD): end date:
Number of stocks to hold:
Various options:
Job description:
Compare with: e.g. DJIA, SP500, NASDAQ
Exclude tickers: e.g. VZ, TLTN
Blend weights: e.g. 3,1 for a two-screen blend, with 75% of the first and 25% of the second.
Fetch predefined screener source:
 
Paste screener source code below (in Radiscript):