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Michael,
Thanks that's just what I needed, a per share profit for the duration
of the first day that the actual test system is up to speed.
Tony
On Thu, 17 Aug 2000 09:33:20 -0400, you wrote:
>On Wed, 16 Aug 2000 14:24:54 EDT, you wrote:
>
>Hallo Gents,
>
>
>One of the trading systems I am testing uses moving average crossover
>as buy signals. One looks for a 10day avg to cross the 200day with
>some stochastic confirmations. The other test is 10day cross of a 50
>day average. The problem is that no entry takes place until at least
>200 days of loaded data is available even for the shorter test. So I
>apparently cannot do an apples to apples comparison with the buy and
>hold profits that buy on the first loaded date.
>
>Is there a way of loading the data so that a fair comparison between
>my system and the buy/hold strategy makes sense or does everyone just
>ignore what would appear to be the most fundamental test of the
>system.
>
>Thanks for your input,
>Tony
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