Hello and help needed FTSE back tests

[sweed73]

Firstly Hello to everyone,
I have been trading for a short time using my own filters to highlight shares which I then research. I use fundamental data including, market cap, growth, PE, etc etc.
What I am try to do is backtest my criteria, I want to know by changing my filter values what effect this would have on number of trades , profit etc etc.
Does anyone have any ideas ??? I just need a program that will allow me to do this, it doesn't need to be real time or even EOD , though this would be nice. Just as long as it has historical FTSE data, and i can run my backtest through it.
Many thanks for any help.

 

[Getafix]

Hi Sweed73, I was also looking for an "affordable" program that does something similar. The best I could find was www.sharelockholmes.com - the data is pretty good, however the interface is quite poor for the purpose of backtesting so you will end up having to extract quite a lot of data out first in order to get it to do what you want. The other limitation is, they only have quarterly results. The main advantage is they do record those no longer listed companies such as Woolworths etc

 

[Getafix]

*quarterly results - here I refer to the share price and thus the ratio values (such as PSR, EPS) at that point in time etc

 

[sweed73]

Thanks, I will have a look at it shortly. From the webpage i can see how i can filter the results to get the shares that match my criteria, but didn't see any mention of being able to backtest this criteria and set up buy amounts, dtop loss etc. Are you using this software and how do you find it.
Thanks

 

[Getafix]

Hi Sweed73, from your response I don't think it is the software you want? It contains historical fundamantal data as taken from the annual/intermediate company financial releases. There is nothing on stop losses etc as they only record share prices on a quarterly basis. What I meant was you can extract the data (a very long job) and then program your own scenarios if you are adept in Excel/Access or some DBMS/programming language. Since you ask for "stop losses", you would need quite comprehensive share price data as well - unfortunately I don't know a source for such data - esp which covers no longer listed companies...maybe someonw else can help on this? I would be interested in such data too. The only other program I have read of is CapitalQ but I believe the licenses are really for corporate use only as cost is around £16k I believe!

 

[Getafix]

*CapitalIQ

 

[Getafix]

There is a 7 day free trial on sharelockholmes - worth a look. Please do post back though if you find something else as could be useful to me

 

[sweed73]

Thanks again, I have been looking at Sharescope, however I am currently contracting in Afghanistan. The firewall here is a nightmare, so it'll be afterwork when i can download it.