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Ken,
Yes, the system tester is a little too limited for testing of multiple time
frame systems where the setup is based on say a weekly bar yet the entry and
exit need to be based on daily bars and a stop value or previous value. Two
articles in recent TASC issues Jan 1999 (The Tactical Trader which this
thread is about), and in Bonus 1999 the Dynamic Multiple Time Frames feature
systems that are quite difficult to write formulas for although their
concepts are simple. On the other thread "Dynamic Multiple Time Frames",
Adam was able to setup a routine to determine the previous weeks H-L-C while
in a daily time frame, yet not without some difficulty. Hopefully if Equis
gets enough suggestions to allow more parameters for trade entry rules, they
will dial in the System Tester to allow proper testing of these ideas and
strategies. Otherwise we'll have to learn programming and like Guy Tann,-
write our own.
Chuck
-----Original Message-----
From: divenfish@xxxxxxxxxxxxx <divenfish@xxxxxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Date: Saturday, January 09, 1999 7:13 AM
Subject: Re: System Test HELP
Just read the article and realized that I sent the wrong exit trade
delay . You state it plainly enough, I just misread it. Should be 0, not
1.
It's a pain to have to set the trade up this way. Especially since it
isn't totally accurate as far as entries go. It's only a tick, but what if
a system calls for entries at values other than one tick? And it's
inconvenient to look at a chart and have to keep in mind that the arrow is
on the bar prior to where you would really enter. If there is another way
to use the System Tester to enter at the "prior" day's high and exit on the
"entry day's" close, I don't know it. We need a more advanced system
tester. Anyone else agrees email Equis suggestions dept please.
mailto:suggestions@xxxxxxxxx
mailto:divenfish@xxxxxxxxxxxxx
Enter long: {Set trade entry price to HIGH, Zero delay.
(For shorts, use Low.)
Set Exit to Close, Zero delay. Set Inactivity
Stop Min Chg to a value that won't be reached
and periods to 1} {Buy arrow will plot on setup bar}
N:=-1;
R:=0.01;
QUAD:=Ref(H-L,N)*R;
H<Ref(H,N)-QUAD AND L>Ref(L,N)-QUAD
AND Ref(H,1)>H
Inactivity stop Long and short positions.
Minimum change of 1000 Points over 1 periods.
Initial equity N/A
Positions Long and short
Entry trade price High
Entry trade delay 0
Exit trade price Close
Exit trade delay 0
Entry commission 0 points
Exit commission ? points
Interest rate N/A
Margin req. N/A
================================
================================
divenfish@xxxxxxxxxxxxx wrote:
Haven't read the article, but for example if you want to enter at 1
tick above/below setup bar so system tester can to do the math, this may get
you as close. Of course it only will calc from setup bar's high or low,
not the 1 tick above/below condition. BTW, arrows will appear on setup bar,
not entry bar.
Set trade entry price to high with zero delay. Set trade exit price
to close with 1 bar delay.
if you want to use the inactivity stop, set periods to 1. Or for if
you want to use a close long/short condition to force an exit, stick 1>0 in
there and don't use the inactivity stop.
I added an additional line. -Ken
Try this for buys:
N:=-1;
R:=0.01;
QUAD:=Ref(H-L,N)*R;
H<Ref(H,N)-QUAD AND L>Ref(L,N)-QUAD
AND Ref(H,1)>H
--Shorts--
N:=-1;
R:=0.01;
QUAD:=Ref(H-L,N)*R;
H<Ref(H,N)-QUAD AND L>Ref(L,N)-QUAD
AND Ref(L,1)<L
Chuck Wemlinger wrote:
List, I am trying to build some system tests based on the TASC
Jan 99 article "The Tactical Trader". The Soybean Gap and Equilateral Quads
trading rules cannot be duplicated exactly since entry is executed at a stop
the same day that all conditions are met. Therefore my entry point is on
the open with a delay of 0. Now I would like to exit at the close of the
same day. It seems the system tester (which now allows for seperate entry
and exit rules in the new 6.52 version) forces the exit to the next day.
Has anyone found this to be true also and is there a workaround? And,
regarding the PRINT reports to a GENERIC/TEXT file, has anyone noticed that
the leading edge of numbers and trailing edge of text is being truncated?
Or is it just my generic/test print driver? For example Net Profit will
report 8.45 when it's really 38.45. Thanks,Chuck
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