Volume Twist Strategy
Topic Starter
Thu Jul 15, 2021 - 21:15
Hello, I do not have WL6 to post my in-sample backtesting results to the strategy page, so I have posted them here. It utilizes only liquid stocks in the Wealth Signals Stock Symbol Dataset (https://www.wealthsignals.com/symbol-list ). Happy to answer any questions. Thank you.
Fri Jul 16, 2021 - 09:11
If you're willing start over (there's only one day out-of-sample) I could run the historical backtest on the S&P 500 and upload the results with an in-house method. Of course, I'll need your code for that, confidentiality guaranteed. If you want to do it, just write support@wealthsignals.com.
Topic Starter
Fri Jul 16, 2021 - 13:39
Thanks Cone I may take you up on that (could we do sp500, nas100, dow30?). Is there any ETA for WL7 to have this option? I may repost at that point if it’s somewhat soon.

Alternatively I could retreat to WL6 but I’m not sure I want to recode and also unsure of clean datasets for the three above mentioned datasets.
Tue Jul 20, 2021 - 06:55
Using the tool we built for Quantacula code, I could modify WL7 rather easily. But with this we only have the option to use one list - like S&P 500 - for a real historical test using Wealth-Data.

Using WL6, there's more flexibility, and you could do the historical test for the combination of lists with Wealth-Data - it's the best EOD out there! Another advantage with WL6 is that you'd could use it to upload your daily signals. We could help translating - it's not hard.
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