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Greetings Group,
I have had occasion to test some weekly systems recently.
When I check the buy and sell arrows on the price charts generated by the AA
Report I am finding that the #bars column appears to be reading incorrect
values – generally the number of bars are significantly overstated. Is
there something I am missing with weekly system tests or is my code causing the
problem? I would be grateful if someone could check one of their weekly systems
and the one submitted below for feedback.
The system below is indicative of the problem. I am not
using stops - just the sell rule. I have set the Settings drop-down box to Weekly;
the Trade Buy/Sell prices to Open delay 1; and, I test using the Portfolio
mode.
<span
lang=EN-NZ >RSI_1
= <span lang=EN-NZ
>Optimize<font
size=1 color=black face="Courier New">(<font size=1
color=fuchsia face="Courier New">"RSIa"<font
size=1 color=black face="Courier New">,<font size=1
color=fuchsia face="Courier New">9<font size=1
color=black face="Courier New">,<font size=1
color=fuchsia face="Courier New">6<font size=1
color=black face="Courier New">,<font size=1
color=fuchsia face="Courier New">14<font size=1
color=black face="Courier New">,<font size=1
color=fuchsia face="Courier New">2<font size=1
color=black face="Courier New">);
<span
lang=EN-NZ >MFI_1
= <span lang=EN-NZ
>Optimize<font
size=1 color=black face="Courier New">(<font size=1
color=fuchsia face="Courier New">"MFI"<font
size=1 color=black face="Courier New">,<font size=1
color=fuchsia face="Courier New">4<font size=1
color=black face="Courier New">,<font size=1
color=fuchsia face="Courier New">4<font size=1
color=black face="Courier New">,<font size=1
color=fuchsia face="Courier New">14<font size=1
color=black face="Courier New">,<font size=1
color=fuchsia face="Courier New">2<font size=1
color=black face="Courier New">);
<span
lang=EN-NZ >BuyRule
= High > <font
size=1 color=blue face="Courier New">Ref<font size=1
color=black face="Courier New">( High*<font
size=1 color=fuchsia face="Courier New">0.01<font size=1
color=black face="Courier New">, -<font size=1
color=fuchsia face="Courier New">1<font size=1
color=black face="Courier New"> )
<span
lang=EN-NZ >AND<font size=1 color=black
face="Courier New"> <span
lang=EN-NZ >Ref<font
size=1 color=black face="Courier New">( Close,
-<span lang=EN-NZ
>1<font
size=1 color=black face="Courier New"> ) > <font size=1
color=blue face="Courier New">Ref<font size=1
color=black face="Courier New">( <font size=1 color=blue
face="Courier New">EMA<span
lang=EN-NZ >( <span
>Close, <font size=1
color=fuchsia face="Courier New">30<font size=1
color=black face="Courier New"> ), -<font size=1
color=fuchsia face="Courier New">1<font size=1
color=black face="Courier New"> )
<span
lang=EN-NZ >AND<font size=1 color=black
face="Courier New"> <span
lang=EN-NZ >Ref<font
size=1 color=black face="Courier New">( <font size=1 color=blue
face="Courier New">RSIa<span
lang=EN-NZ >( <span
>Close, RSI_1 ), -<font
size=1 color=fuchsia face="Courier New">1<font size=1
color=black face="Courier New"> ) > <font size=1
color=blue face="Courier New">Ref<font size=1
color=black face="Courier New">( <font size=1 color=blue
face="Courier New">RSIa<span
lang=EN-NZ >( <span
>Close, RSI_1 ), -<font
size=1 color=fuchsia face="Courier New">2<font size=1
color=black face="Courier New"> )
<span
lang=EN-NZ >AND<font size=1 color=black
face="Courier New"> <span
lang=EN-NZ >Ref<font
size=1 color=black face="Courier New">( <font size=1 color=blue
face="Courier New">RSIa<span
lang=EN-NZ >( <span
>Close, RSI_1 ), -<font
size=1 color=fuchsia face="Courier New">1<font size=1
color=black face="Courier New"> ) > <font size=1
color=fuchsia face="Courier New">30
<span
lang=EN-NZ >AND<font size=1 color=black
face="Courier New"> <span
lang=EN-NZ >Ref<font
size=1 color=black face="Courier New">( <font size=1 color=blue
face="Courier New">LLV<span
lang=EN-NZ >( <font
size=1 color=blue face="Courier New">RSIa<font size=1
color=black face="Courier New">( Close,
RSI_1 ), <span
lang=EN-NZ >6<font
size=1 color=black face="Courier New"> ), -<font size=1
color=fuchsia face="Courier New">1<font size=1
color=black face="Courier New"> ) < <font size=1
color=fuchsia face="Courier New">30
<span
lang=EN-NZ >AND<font size=1 color=black
face="Courier New"> <span
lang=EN-NZ >Ref<font
size=1 color=black face="Courier New">( <font size=1 color=blue
face="Courier New">MFI<span
lang=EN-NZ >(
MFI_1 ), -<span
lang=EN-NZ >1<font
size=1 color=black face="Courier New"> ) > <font size=1
color=fuchsia face="Courier New">20
<span
lang=EN-NZ >AND<font size=1 color=black
face="Courier New"> <span
lang=EN-NZ >Ref<font
size=1 color=black face="Courier New">( <font size=1 color=blue
face="Courier New">LLV<span
lang=EN-NZ >( <font
size=1 color=blue face="Courier New">MFI<font size=1
color=black face="Courier New">( MFI_1 ), <font size=1
color=fuchsia face="Courier New">6<font size=1
color=black face="Courier New"> ), -<font size=1
color=fuchsia face="Courier New">1<font size=1
color=black face="Courier New"> ) < <font size=1
color=fuchsia face="Courier New">20<font size=1
color=black face="Courier New">;
<span
lang=EN-NZ >Buy<font size=1 color=black
face="Courier New"> = BuyRule;
<span
lang=EN-NZ >SellRule
= <span lang=EN-NZ
>Cross<font
size=1 color=black face="Courier New">(<font size=1 color=blue
face="Courier New">MA<span
lang=EN-NZ >(<span
>C,<font size=1 color=fuchsia
face="Courier New">15<span
lang=EN-NZ >),<span
>C);
<span
lang=EN-NZ >Sell<font size=1 color=black
face="Courier New"> = SellRule;
<span
lang=EN-NZ >PosQty
= 10;
<span
lang=EN-NZ >SetOption("MaxOpenPositions",
PosQty );
<span
lang=EN-NZ >PositionSize
= -100/PosQty;
<span
>Regards,
<span
>
Gordon Sutherland
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