[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: MS: System test w/o "re-investment": How?



PureBytes Links

Trading Reference Links


Onno,

On Sun, 26 Jul 1998 18:48:35 +0200 (CEST), you wrote:

>First of all: you are right, but it is better to use the 
>"POINTS ONLY TEST" .

Thanks for the hint. I never tested that, because I'm working with
(continuous, dynamic) options and not with futures. But,
unfortunately, the result with ticks is at least as bad as the result
w/o "points only", because with "points only" the weighting is
proportional to the (option) prices. So I again get an unpredictable
and totally uncontrollable immanent weighting mechanism.

What I'm looking for is:

>>Imo, there should be a capability for a _constant_ investment for
>>every single trade, because this is the only way to do a reliable
>>rating for a sequence of trades.
>>
>>So my question is: How can I set-up such a sequence of trades with a
>>constant investment for every trade, using Metastock's SystemTest?

Any further hint?

mfg rudolf stricker
| Disclaimer: The views of this user are strictly his own.