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Walter,
If I understand well, you want to close your position after the same number of
days.
To do that, you go to system tester to edit your system, then you choose STOPS,
INACTIVITY.
You enter a big number like 1000 points and the number of days you want to keep
your position.
I hope this helps
Pierre Tremblay
Walter Lake a écrit :
> The suggestion to use
>
> Enter Short = engulfingbear()
>
> in System Tester works fine ... however
>
> Close Short = engulfingbear()+3
>
> doesn't work ... neither does the use of any form of "Ref(C,+3)" etc.
> setting stops also doesn't appear to work.
>
> Everything that I've tried produces unequal length trades not a fixed length
> trade, i.e., 3 day, 5 day, and 10 day trades.
>
> The saving of the trades to file and then opening the file in Excel and the
> production of a distribution, histogram and descriptive stats is very easy
> and programmable in VBA
>
> So any suggestions on how to program the close of the long/short for the
> "engulfingbear" event would be appreciated.
>
> Best regards
>
> Walter
>
> ----- Original Message -----
> From: "Walter Lake" <wlake@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Wednesday, May 10, 2000 7:32 AM
> Subject: Re: nasty, nasty
>
> | Hi Steve
> |
> | Oh yes .... I discovered that all of my System Tester code was for
> indicator
> | crosses etc and nothing for specific events, i.e., Inside Days, Doji, etc.
> |
> | I found that I didn't have a clue on how to set up a system test for
> | "events".
> |
> | How would I set up a standardized run that would capture all of the
> | occurrences of the event and what happened over successive trading days (1
> | to 3, 1 to 5 and 1 to 10 days etc.).
> |
> | Obviously I would want to test both longs and shorts.
> |
> | Equity curve, profitability, is not important only the capturing of the
> | number of occurrences and immediate results.
> |
> | Any suggestions from anyone would be appreciated. VBA and XL coding have
> | diminished my MS code writing skills and warped my thinking <G>
> |
> | Best regards
> |
> | Walter
> |
> | ----- Original Message -----
> | From: "Steve Karnish" <kernish@xxxxxxxxxxxx>
> | To: <metastock@xxxxxxxxxxxxx>
> | Sent: Tuesday, May 09, 2000 9:31 PM
> | Subject: Re: nasty, nasty
> |
> |
> | | Walter,
> | |
> | | Are you sure you wanna go there?
> | |
> | | Steve Karnish
> | | Cedar Creek Trading
> | | http://www.cedarcreektrading.com
> | | ----- Original Message -----
> | | From: Walter Lake <wlake@xxxxxxxxx>
> | | To: <metastock@xxxxxxxxxxxxx>
> | | Sent: Tuesday, May 09, 2000 5:45 PM
> | | Subject: nasty, nasty
> | |
> | |
> | | > Hi Steve
> | | >
> | | > Thanks for the list of TA goodies.
> | | >
> | | > Do you ... or does anyone else have System Tester code written to list
> | the
> | | > occurances of "nasty, nasty".
> | | >
> | | > I assume that you use engulfingbear() as your signal to enter and then
> | ...
> | | > how many days would you set before exit? I assume that you could use
> the
> | | > optimizer to set different days-in-trade.
> | | >
> | | > Once the trades are listed in the system tester, then they can be
> "copy
> | | and
> | | > pasted" into Excel to plot the distribution and stats.
> | | >
> | | > It'll be interesting to get some data on this "bad boy".
> | | >
> | | > Best regards
> | | >
> | | > Walter
> | | >
> | | > ----- Original Message -----
> | | > From: Steve Karnish
> | | > To: metastock@xxxxxxxxxxxxx
> | | > Sent: Tuesday, May 09, 2000 12:48 PM
> | | > Subject: Re: (Market) A few trades I am looking at
> | | >
> | | >
> | | > Jeff,
> | | >
> | | > Sugar is always a quirky market to trade...but, we whack at it from
> time
> | | to
> | | > time. Currently, we're waiting for a retracement to the 6.10 level.
> We
> | | > feel there is evidence gathering that will allow us to position lower:
> | | >
> | | > 1. Monday's "bearish engulfing candle"...nasty, nasty
> | | > 2. The curl on the 13 day moving average looks like Elvis Presley's
> lip
> | | > 3. The major trendline is at ~6.10
> | | > 4. The 144 day moving average is at ~6.10
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