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Steve,
Unfortunately, you didn't miss anything. About 2 years ago I ran into
the same problem (with MS 5.11 by then). In response to my question:
Vitaly Larichev[SMTP:vitaly@xxxxxxxxxxxxx] wrote:
> ....The problem is that as I noticed,
>'Buy' signal has never been generated on the next day after "Exit" ,
although
>there were instances when the assumed trading rules by themselves would
...
I've got the following from Jared Saxton:
"When you set a trade delay, this delay is applied both when entering a
trade and when exiting a trade; so, when exit criteria is
met with a trade delay of one day, the actual exit will occur the next
day. If the buy signal occurs on this day, it will be ignored.
I have no work-arounds for you; this is just the way MetaStock works in
regards to system testing.
Thanks,
Jared Saxton
Equis International"
Cheers, Vitaly
Steve Karnish wrote:
> Fellow testers:
>
> I've constructed a little oscillator that has the following
> simple rules:
> Enter Long: Cross(-2,ForecastOsc(close,3))
> Close Long: Cross(ForecastOsc(close,3),2)
> Enter Short: Cross(ForecastOsc(close,3),2)
> Close Short: Cross(-2,ForecastOsc(close,3))
>
> When a signal is posted the trade are then initiated on the
> opening of the next day (OPEN, -1).
>
> My problem:
> When the system "triggers" a trade (i.e., a long trade when the
> oscillator is below -2) and the next day's action pulls the
> oscillator above +2, MetaStock doesn't recognize the one day
> trading reversal.
>
> Everything works fine if there is a day between the signals
> (below -2 or above +2), ... it only "misfires" on one day
> turnarounds.
>
> ANY and ALL comments about this phenomena would be appreciated.
> Obviously, I'm missing something.
>
> Steve Karnish
> CCT
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