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Sorry to bother the group with what I'm sure is an easy question. I
would like to optimize a trading system (for example the simple MA
crossover below) on an Index such as SPX.
When I run Optimize, it does not find any trades. However, when I use
a stock symbol, such as IBM, Optimize works correctly.
I am using data from TC2000 and have tried data from MSNMoney and it
does not work. It seems that Index data is handled differently than
normal stock data when running Optimize or Backtest.
I'd appreciate any help.
eman
fast=10;
slow=41;
fast=Optimize("fast",2,2,20,1);
slow=Optimize("slow",7,20,42,1);
Buy=Ref(EMA(C,fast),-1) < Ref(EMA(C,slow), -1) AND EMA(C,fast) >
EMA(C,slow);
Sell=Ref(EMA(C,fast),-1) > Ref(EMA(C,slow), -1) AND EMA(C,fast) <
EMA(C,slow);
Short=Ref(EMA(C,fast),-1) > Ref(EMA(C,slow), -1) AND EMA(C,fast) <
EMA(C,slow);
Cover=Ref(EMA(C,fast),-1) < Ref(EMA(C,slow), -1) AND EMA(C,fast) >
EMA(C,slow);
Filter=Buy OR Sell OR Short OR Cover;
Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
AddColumn(Buy,"Buy");
AddColumn(Sell,"sell");
AddColumn(Short,"short");
AddColumn(Cover,"cover");
AddColumn(Open,"
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