[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: sytems problems



PureBytes Links

Trading Reference Links

Roy:
Thanks for your input, I'll give it a try.

One of the big problems with the system tester is that the buy and sell
signals do not correspond closely
enough to the signals given by the equivalent indicator alone.

V7.2 allows you to run a comparison test of several or even all systems in
the same run. I have run a comparison of all systems on a few individual
tickers. I then individually ran the best
one or two systems. The buy and sell arrows mostly do not come close enough
to the correct time, and some give exit signals when the stock is rising and
entry signals when the stock is falling. Am I doing something wrong?

I'd like to be able to set up the systems tester so that the signals closely
correspond to those I get from running the indicator(s) alone.  I had
stopped using the system module several years ago as I found it unreliable.
It appears that Equis has not fixed this problem
Lionel Issen
lissen@xxxxxxxxxxxxxx
----- Original Message -----
From: "Roy Larsen" <rlarsen@xxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, August 13, 2001 3:58 PM
Subject: Re: sytems problems


> Lionel
>
> I suggest you try creating a "date filter" binary indicator such as the
one below and "AND" it with
> the entry statement of any system you want to test by adding the following
text (without braces)
> {AND Fml("Date Filter")}. It shouldn't be difficult to force an exit once
beyond the date range
> either if that's what you want to do. Don't forget to set the default
values of the indicator to
> your requirements before running any test. Note that there is a problem
with this indicator in its
> current form when it comes to changing the displayed year, and the Input()
statements are only for
> visual testing of the binary.
>
> Roy
>
>   {Date Filter}
> StDay:=Input("   Start day",1,31,1);
> StMnth:=Input("Start month",1,12,1);
> StYear:=Input("Start year",1980,2002,1999);
> EnDay:=Input("     End day",1,31,1);
> EnMnth:=Input("  End month",1,12,1);
> EnYear:=Input("  End year",1980,2002,2000);
> If((Year() > StYear OR (Year()=StYear AND ((Month() > StMnth) OR
> (Month() = StMnth AND DayOfMonth() >= StDay)))) AND
> (Year() < EnYear OR (Year()=EnYear AND ((Month() < EnMnth) OR
> (Month() = EnMnth AND DayOfMonth() <= EnDay)))) ,1,0);
>
> > 1. How can I set the system so that only the data between 2 desired
dates
> > are used by the system tester? No matter how I try to set the dates, all
the
> > data from the beginning is used by the system tester.
> > 2. Most of the systems in the V7.2 package are poor. As an example the
MACD
> > systems show losses and no buy sell signals, while the MACD indicator
shows
> > very good signals.
> > Lionel Issen
> > lissen@xxxxxxxxxxxxxx
> >
> >
> >
>