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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
| > 5. The 34 day moving average is at ~6.10
| > 6. The 38.2% retracement from the high is at ~6.10
| > 7. And the continuing divergence between the momentum oscillators and
| price
| > 8. Did I mention the gap at 6.10?
| >
| > I could always change my mind (I mean, like wow, the markets are so
| > dynamic). Lots of folks, who have made lots of money (from under 4
| cents),
| > are "pressuring" to initiate new long positions. For the moment, we're
| > trying to placate them with an array of technical reasons why they
should
| > keep the "powder dry".
| >
| > Steve Karnish
| > Cedar Creek Trading
| > http://www.cedarcreektrading.com
| > ----- Original Message -----
| > From: Jeff Ledermann
| > To: metastock@xxxxxxxxxxxxx
| > Sent: Monday, May 08, 2000 7:54 PM
| > Subject: RE: (Market) A few trades I am looking at
| >
| >
| > Adam,
| >
| > With regards to Sugar my reading of the chart is bullish. Technically
| Sugar
| > has been very well behaved
| > for a change with the last two moves fulfilling measuring implications
| > precisely. The latest pennant
| > implies a move to 7.14 which just happens to be the next Fib. level up.
| (Of
| > course this assumes it can punch
| > through the current Fib level otherwise you may well be right. At least
| the
| > pennant gave me a nice tight stop)
| >
| > -----Original Message-----
| > From: owner-metastock@xxxxxxxxxxxxx
| [mailto:owner-metastock@xxxxxxxxxxxxx]On
| > Behalf Of Adam Hefner
| > Sent: Tuesday, 9 May 2000 12:52
| > To: metastock@xxxxxxxxxxxxx
| > Subject: (Market) A few trades I am looking at
| >
| > For 5 / 9 / 2000
| >
| > Jun S&P 500
| > Short MIT = 1441.75
| > Stop = 1458.
| > Target = 1390-1394
| >
| > Jun Live Cattle
| > Long MIT = 68.475
| > Stop = 68.2
| > Target = 70-70.1 ( monthly )
| >
| > Jul Sugar
| > Short MIT = 6.5
| > Stop = 6.75
| > Target = 5.6 (optimistic monthly)
| >
| > These are NOT trade recommendations....this is JUST a test. DO NOT
TRADE!!
| >
|
|