0 analyzing fastbreak output – EdgeWare FastGraph Version 3 User Manual

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6.0 Analyzing FastBreak Output


FastBreak summary files can be analyzed using FastGraph, and this is where the real
power of FastBreak can be realized. This example will compare the effect of changing a
single parameter on return results of a trading strategy.

Start by making two FastBreak back testing runs using the following parameters:

Run #1 - Trade using the Select family, date start 1/1/89, end date 12/31/95, Buy and
Sell using Rank, Set Buy rank = Sell rank, with a minimum ranking period of 5 days and
a maximum of 50 days, Delta=1 day, Top%=50 , Min hold 30 days, Delay =1 day, Short
loss=.75, and #funds set to 1.

Run #2 - Same settings as Run #1 except hold three funds rather than one. Be sure you
change the summary file name when making the two runs.

Go to the FastGraph main screen and select FastBreak Summary file as the import file
type and import the Summary file data into FastGraph using the File Name button. Note:
You can load several files at a time. When the file selection menu is open select all the
files you want to load by using the standard Windows left mouse button clicking
method (including Shift and Ctrl key methods to select several files)

Select Scatter as the Graph Type, Test Case as the X Parameter, and Avg Annual % as
the Y Parameter. Now use the graph icon to create the following graph:

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