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Tested objects

Tested objects

Since version 17.1, Stock Pair Builder extended its testing possibilities. Besides the stock pair, which is a base for the strategy, it also enables testing of stock pairs groups.

Available objects for testing:

Object Description Preview
Stock pair Stock pair is formed by two stocks. Backtest and trading is controlled by selected calculation model: Ratio, Residual or Log - Residual.

Signals to enter to and/or exit from the pair position are generated according to the selected calculation model. Detailed trades statistics are generated on a basis of executed trades.

Group of pairs Group of pairs is an object that aggregates all pairs of given stock within the sector. In other words: Group of pairs contains all pairs from given sector that contains given stock.

Example: Let’s have a sector “Test” that contains stocks A, B, C, D, E. Then Group of pairs "A > Test" aggregates the following pairs: A-B, A-C, A-D, A-E.

Note: Performance statistics of the Group of pairs (number of trades, profit, stability equity, etc.) are a “summary” of all trades of all pairs that forms given group.

Sector Group of pairs is an object that aggregates all pairs of given stock within the sector. In other words: Sector contains all pairs from the given sector.

Example: Let’s have a sector “Test” that contains stocks A, B, C, D. Then Sector "Test" aggregates the following pairs: A-B, A-C, A-D, B-C, B-D, C-D.

Note: Performance statistics of the sector (number of trades, profit, stability equity, etc.) are a “summary” of all trades of all pairs that forms the sector.

The term “Sector” is used in the above mentioned context for tested object. In other parts of the Help tool the term “sector” is used for definition of fundamental sector of economy.

Note:

All testable objects (pair, pair group, sector) generate complete statistical summary of trades, that are contained within them.

All testable objects can use any defined model (Ratio, Residual or Log - Residual). So, it is possible to, for example, compare performance of selected sector for all calculation models.