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Ken, I think you are right"the tester is doing the best it can with the
information you have given in" let me test it and will go back to you. MB
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----- Original Message -----
From: iamken <iamken@xxxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, April 27, 2000 2:24 AM
Subject: Re: Metastock - System tester question
> Manuel,
>
> Ok, now I think I know what you mean. What you have is an indicator more
so
> than a test. There is no defined entry condition in the traditional
sense, just
> an indicator with optimization variables. The tester is doing the best it
can
> with the information you have given it. On the first bar that enough data
is
> available to plot the indicator, the tester views this as a true
condition,
> therefore it plots an arrow.
>
> Try the following indicator. It's what you sent; I have just substituted
the
> opt vars. Plot this code as an indicator on the chart. Then run this
code as
> an "Enter Long" system test.You'll see that the arrow appears on the same
bar
> that the indicator is first plotted on. Now change the 6 and 10 values to
some
> other values and you will see that same thing happens over and over. When
you
> use the opt vars, the first opt var combination that the tester plugs in
is when
> the arrow will appear. There is not a defined exit condition, so the
tester I
> guess is waiting for the indicator to stop plotting, which isn't going to
> happen, therefore there is only the one buy arrow. As for what goes on
when you
> plot the indicator in both the enter Long AND Enter Short and you get an
arrow
> on each bar, I guess it is just reading "true" for each bar which causes a
> reversal signal on each bar.
>
> That's my take on it anyway. You get what you pay for.<g>
>
> Mov((Sum((CLOSE -OPEN) >0,6)/
> (Sum((CLOSE -OPEN) >0,3)+
> Sum((CLOSE -OPEN) <0,3)))*100,10,S)
>
> Regards,
> Ken
>
>
>
> Manuel Barquin wrote:
>
> > Hello Ken, thank you for your two messages. Your comment on the
candlestick
> > moving average cross is interesting. What I cannot understand, however,
is
> > why the system tester gives you entry signals when you have as an entry
> > system a candlestick simple moving average (without the cross part).
This is
> > what I cannot understand, since there are not entry conditions. I would
> > appreciate it if you pick up the following moving average, copy-paste in
the
> > system tester (enter long or enter short) and see with your own eyes
that
> > the tester gives you entry signals when you run it on a particular
market.
> >
> > Mov((Sum((CLOSE -OPEN) >0,opt7)/
> > (Sum((CLOSE -OPEN) >0,opt7)+
> > Sum((CLOSE -OPEN) <0,opt7)))*100,opt8,S)
> > (where opt7 is 1 to 3, and opt8 is 1 to 5)
> >
> > My question again is why is the system tester giving you entry signals
if
> > there are not entry conditions? I need to know this so that I can code
above
> > system in Visual Basic.MB
> > ----- Original Message -----
> > From: iamken <iamken@xxxxxxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Tuesday, April 25, 2000 3:46 AM
> > Subject: Re: Metastock - System tester question
> >
> > >
> > > Hi Manuel,
> > >
> > > This seems to be an oscillator that has two optimimization variables,
> > > but I don't see your specific entry or exit condition. The following
> > > will get you long when the indicator crosses below 30, and it should
> > > exit on bar 3. I ran this test and checked about 15 or so
entries/exits
> > > and they looked right. After you run this (or your) test, be sure
that
> > > you change the indicator on your chart to match the optimization
> > > variables that the test churned out, otherwise you could see some
> > > entries/exits that don't seem right. Assuming that you are doing
that,
> > > the other thing I see is some invalid math errors on the test, so
maybe
> > > this is the problem. Try changing the lowest OPT number to 2 instead
of
> > > 1 and see if that gets rid of the math errors. If this none of this
> > > helps, try running the test without the OPT variables and see what
> > > happens. If there is still a problem, send the exact entry and exit
> > > condition so we can can a look.
> > >
> > > Good luck,
> > > Ken
> > >
> > > --Enter Long--
> > > BmIndicator:=
> > > Mov((Sum((CLOSE -OPEN) >0,opt7)/
> > > (Sum((CLOSE -OPEN) >0,opt7)+
> > > Sum((CLOSE -OPEN) <0,opt7)))*100,opt8,S);
> > > Cross(30,BmIndicator)
> > >
> > > --Close Long--
> > > BmIndicator:=
> > > Mov((Sum((CLOSE -OPEN) >0,opt7)/
> > > (Sum((CLOSE -OPEN) >0,opt7)+
> > > Sum((CLOSE -OPEN) <0,opt7)))*100,opt8,S);
> > > EnterLong:=Cross(BmIndicator,30);
> > > ExitLong:=BarsSince(EnterLong)
> > >
> > >
> > >
> > >
>
>
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