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Jan,
On Sat, 1 Aug 1998 12:51:13 +0200, you wrote:
>If the System Tester would also note the % increase/decrease your problems
>should be solved.
That would work for me, because that's the same like having a sequence
of trades with a _constant_ investment for every single trade.
A step into this direction might be MS' "semi-log scale", but this
scale is not used explicitly in system test's rating system for the
tested trades, is it?
Besides, MS' "semi-log scale" works unreliably in many situations,
e.g. when it comes to large and small numbers.
>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?
You can e.g.
set the x-axis to start at a certain day, where you want to start the
b&h strategy
or
define a b&h system test which includes a condition like
"year()>=1998" to start your b&h with the beginning of 1998.
mfg rudolf stricker
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