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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
|