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Don't forget about adding the ability to test a day trading systems. I've
been trying to get this feature since DOS v3 or 4. I have absolute no idea
what the difficulty would be to add this day trading feature. You would
execute a trade (long or short) on the open (or at a price) and close the
trade on the close (settlement).
Doesn't seem like rocket science to me, but I've only programmed for 39
years, so what would I know.
Guy
-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]On
Behalf Of Allan Havemose
Sent: Thursday, January 13, 2000 2:21 PM
To: metastock@xxxxxxxxxxxxx
Subject: Re: Rating trading systems & 7.0?
Neither has been addressed in 7 Pro, so I doubt they are in EOD.
Also, you still cannot enter on a stop and have the entry price be
correct, etc.
Allan
--- John <Johnonetoo@xxxxxxxxxxxxxxxx> wrote:
> New Version 7.0 eod?
>
> Does anyone know if any of the system tester inadequacies will be
> resolved
> in the upcoming 7.0 version? In particular my concern is with:
>
> 1) The inability to test using "a constant investment per trade" as
> you
> mention Rudolf.
>
> 2) The very important option I find missing of being able to
> reference the
> entry date and entry price from within the formula language. I do
> appreciate
> Equis' small step in this direction of allowing different fields for
> entry
> and exits as of version 6.52.
>
> Best... John Rastutis
>
>
> ----- Original Message -----
> From: rudolf stricker <lists@xxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Thursday, January 13, 2000 8:58 AM
> Subject: Re: Rating trading systems
>
>
> >
> > Onno,
> >
> > thanks you for this interesting results.
> >
> > On Mon, 10 Jan 2000 20:10:51 +0100 (CET), you wrote:
> >
> > >The best system I have developed is the one for the Dutch stock
> index
> (AEX).
> > >I used period 1990-1998 for optimalisation.
> > >
> > >Period 1990-now:
> > >Maximum profit: 5972 points (=100%)
> > >My best trading system: 2118 points (35%)
> > >
> > >The rest of my trading systems score 5 to 15%.
> >
> > First: Do I assume right, that you used "reinvest 100%" in your
> tests,
> > which is a Built-in MetaStock feature?
> >
> > If so: Imo this is not a very good measure for the profitability of
> a
> > trading system, because _the sequence_ of the trading results has
> an
> > important influence on the global result. This makes the results
> > doubtfully in terms of generalization.
> >
> > Imo, a _constant investment per trade_ should be used in system
> test
> > to avoid those "immanent & uncontrollable weighting" over time.
> > Unfortunately, this is not implemented as a standard feature in
> > MetaStock.
> >
> > Secondly: Did you trade the AEX directly?
> >
> > If so: Probably, this cannot be done in reality. So what about
> > switching to options of the AEX, just to compare your results with
> my
> > DAX results ...
> >
> > mfg rudolf stricker
> >
> > BTW: Did you do anything into the direction of generalization
> control?
> > | Disclaimer: The views of this user are strictly his own.
> >
>
>
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