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Backtester in q
Good morning everyone,
I am trying to implement a backtesting engine in q, starting with a simple logic as described below:
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Generate a table with signals (a fast-moving average crossing above the slow-moving average indicates a long signal, and vice versa for a short signal).
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Position management -> Measure, at the moment the signal is generated, if the stop loss or take profit is reached first, assigning a positive or negative value depending on the result, assigning an order ID for each signal.
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Generate an equity line based on the results.
I am trying different approaches, but I still haven’t found an efficient solution for part 2, which is position management.
Is there any article dedicated to this topic? Any advice on this? Unfortunately, I haven’t found anything online that addresses these issues.
Thank you.
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1 Reply
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Hi @rgiu70
I have reached out to our team to see if there are any helpful articles/documents they would recommend.
In the meantime, I suggest you reach out to other users on our Slack community. Here you are able to get a more real-time response.
Many thanks,
Megan
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