Zacks Trading Strategy Evaluator Quick Reference

Zacks Trading Strategy Evaluator Quick Reference

Overview

I. The Trading Strategy Evaluator 4.0 software-resides on your hard drive or network. With TSE 4.0 you can:

? Use the step-by-step wizard to construct a new set of input parameters for a trading simulation.

? Open an existing scenario from a previously saved scenario file (*.set) so that you can modify and/or re-run your backtest.

? Display the current settings of a scenario file (*.set) that you are currently creating or have recently opened.

? Execute the current scenario to begin your historical trading simulation.

? Run reports generated by the last TSE ran for viewing in Excel or Wordpad.

II. Zacks Databases-reside on Zacks server, and are accessed via the internet. TSE default database is DBCMHIST.DBS (Weekly Backtesting). It contains weekly historical market information for current companies, such as consensus quarterly and annual EPS estimates, market data, fundamental data, growth rates, valuation ratios, and supplementary descriptive information on over 6,000 companies. A data element or field is called an Item. Ex.: Ticker, EST EPS, MKT VALUE.

Buy and Sell Rules

Buy Rules

Use the Buy and Sell Rules section to set the conditions a stock must meet to be included or excluded in the portfolio.

Section 1 ? Database Section 2 ? Buy and Sell Rule Section 3 - Constraints Section 4 - Problem Definition

The buy rule determines when and which stocks will be bought in a backtest, the user must define a buy rule (leaving the buy rule blank means all stocks will be bought). The first step in devising a buy rule is to select a buy rule item from the backtest database displayed on the left side of your screen

Calculation Expression

The Calculation Expression page is used to formulate a buy rule calculation expression using items selected from the backtest database. You may double-click on individual source Items to

5)

create multiple screening expressions or you may click on the ................
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