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Martin,
On Mon, 03 Aug 1998 12:08:51 +0930, you wrote:
>In response to both Tim Kruzel and Rudolf Stricker I suggest the use of
>the indicator builder to implement your "system" and display your
>cumulative profit (equity line) as part of that indicator. You will be
>able to test for the high > close+0.5 points, and will be able to
>implement a level stake investment.
>
>Below is a simple example, which buys when the close crosses the 3 day
>simple moving average, and sells when the high exceeds the previous day's
>close by 0.5 points or more.
>Each investment, uses a fixed amount, irregardless of previous results.
Thank you VERY much for your help and your work-around for the "fixed
size of investment per trade" problem. Its really great to meet people
here which see the problem addressed and lend a helping hand.
So I'll have to study your example in detail to integrate your
indicator-based work-around into my system tests. And hopefully, I
will soon have the first reliable MS system test without this
unpredictable & uncontrollable weighting built into MS by Equis.
mfg rudolf stricker
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