PureBytes Links
Trading Reference Links
|
> -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of rudolf stricker
> Sent: Saturday, August 01, 1998 9:08 AM
> To: metastock@xxxxxxxxxxxxx
> Subject: Re: System test w/o "re-investment": How?
>
> ??? -- There is _too much_ reality in MS' system test concerning the
> "immanent weighting", because in reality, there is the same effect, if
> I re-invest all the money. But I do not like this type of reality,
> because I want a test of my trading strategies _without_ any
> (uncontrollable) weighting, which depends from local return rate vs
> time.
If the System Tester would also note the % increase/decrease your problems
should be solved.
I have another question regarding the System Tester. Almost every strategie
I test with the System Tester losses against the Buy and Hold strategie.
It's not that my strategies are bad, but because a lot of my systems require
a lot of data. Therefore the first buy is at a much higher price than my
first datapoint, which is used for the Buy and Hold strategie. Is there an
option/workaround to set the date at which the Buy and Hold strategie should
start?
Regards,
Jan Diederik
|