Re: Question about System Tester

[Onno Goedknegt <goedkneg@xxxxxx>]

Ken,

What I would like to do is...

Monitoring the price move during the trades:

llv(data array,PERIOD) (llv=lowest low value)
hhv(data array,PERIOD) (hhv=highest high value)

The problem is...you have to set the PERIOD in these indicators.

And what I want to do is:
day 0, trading system gives BUY signal
day 1 (one day after receiving buy signal) PERIOD:=1, calculation llv/hhv
day 2 (two days after receiving buy signal) PERIOD:=2, calculation llv/hhv
day 3 (three days after receiving buy signal) PERIOD:=3, calculation llv/hhv
day 0, trading system gives SELL signal
day 1 (one day after receiving sell signal) PERIOD:=1, calculation llv/hhv
day 2 (two days after receiving sell signal) PERIOD:=2, calculation llv/hhv
And so on...

So in stead of choosing a certain CONSTANT PERIOD, I want the PERIOD to be
VARIABLE, namely equal to the length of the last trade (in days).

Can MetaStock do this?
Or can Superchart do this?
Or can Tradestation do this?

Thanks!
Onno

PS.
Tradestation uses different names for these indicators, namely:
lowest(price, length)
highest(price, length)