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Martin,
On Mon, 17 Aug 1998 10:10:12 +0930, you wrote:
>No the approach I suggested (using the system indicator to build
>and display your system graphically) is totally separate from anything the
>Metastock system tester does. However because of this it gives you the
>freedom to do whatever you want. It just means that you have to hardcode
>your requirements.
Thank you much for this rather bad message. Because for my
applications it is most important to have a "constant investment per
trade" rating for my "system tests", I could only follow your hints to
implement such "system tests" as indicators, leaving all the system
test capabilities from MS behind.
>You can use the System Tester by referencing variables in the indicator. eg
>if you have coded a variable named "long" that is 1 when long and 0 when
>short in a system indicator call "burp", you can access that variable from
>within the system tester.
>enter long fmlvar("burp","long")=1
>exit long fmlvar("burp","long")<>1
But this, imo, does not open any chance to bring the results from your
indicator-based "system test" to MS' System Tester to use it for
"optimization" (i.e. parameter variation) there.
Therefore I moved to Excel and implemented some system tests with
constant investment per trade (CIPT) there, supported by some genetic
optimization procedures. Got some nice results there showing the big
differences between CIPT system tests and MS' unreliable "re-invest
all" system tests. But in Excel, I'm missing MS' great graphic
capabilities ...
But thank you anyway for your hints on the inticator-based system
tests....
mfg rudolf stricker
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