Momentum trading portfolio back testing, what criteria is use for selection of stock.

[Ajay Sharma-1744558678988]

Hi Sir,

What criteria used for selection of stock in Momentum trading portfolio back testing. Is it to select the stock on (volar or return)?

And to take trade its used (fresh or running) criteria?

[Ajay Sharma-1744558678988]

Hi Sir,

In the momentify Market trend filter we have option to select the box size for exit condition.

But we have no option in Momentum trading backtesting (Market trend filter) to select the box size. so pls confirm, what the default box size values are used at backtesting. 

[Ashwani Singh-1749985854617]

Hi Team, Please let us know how this ranking is working.

[prashant.shah26@gmail.com]

Ranking is currently as per FIFO method. We will soon provide ranking option in backtesting. We are working on it. We will also provide box-value in market trend filter window for backtesting.

[Atul Bahl-1747112770992]

Thanks for the update Sir, as the current backtester picks up alphabetically whatever no of stocks we specify and creates the portfolio.