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<FONT face=Arial color=#0000ff
size=2>Roy,
<FONT face=Arial color=#0000ff
size=2>
I'm
sure you can do the cut and paste routine but you are limited to how much you
can paste. If you have a simple line of code that
says:
<FONT face=Arial color=#0000ff
size=2>
High
> Mov(c,20,E)
<FONT face=Arial color=#0000ff
size=2>
That
will fit nicely. However if you want to get a bit more detailed and do
something that requires a longer string or add "AND" and "OR", I think you are
out of luck.
<FONT face=Arial color=#0000ff
size=2>
I'll
play with it a bit more and post back on how much you can cut and paste a bit
later on.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks,
<FONT face=Arial color=#0000ff
size=2>
Joe
J.
<FONT face=Tahoma
size=2>-----Original Message-----From: Roy Larsen
[mailto:rlarsen@xxxxxxxxxxxxxx]Sent: Friday, November 01, 2002 4:19
PMTo: Metastockusers@xxxxxxxxxxxxxxxSubject: Re:
[Metastockusers] 8.0 System testerJoeMy
understanding was that you could create your stop using the
indicatorbuilder then copy (mark and Ctrl+C) and paste (mark and Ctrl+V)
into theline available. That's the way I saw it being used though I didn't
get tocheck the results to confirm that the code worked as expected. Then
again Iwasn't convinced that the equity curve matched earlier versions
anyway.> As for Trade Equity, thanks for the suggestion. I've
read good thingsabout it. I trade both sides of the market and need
to see both shortsand longs, though.A dll that I've been given
helps overcome some aspects of the 20 variablelimit and it should be
possible to combine long and short trades in the sameindicator. One of the
difficulties to overcome with conventional code is thefact that using both
binary and price entries and exits demands 8 variablesbefore even starting
to track trades and equity.If there's any developments with TE as
regards tracking both sides of themarket in one indicator I'll post to the
group. It may be time to take theproject out of the too-hard basket though
I doubt if anyone would use itonce working
anyway.RoyI'll wait to hear back from Equis but if all
else fails, I have beenthinking more about Excel since the post this
morning. You actuallydon't need to know the formulas in Excel
because you can buildeverything in MS and cut and paste it over (I don't
have to test a largenumber of securities - only a handful). Then you
are down to justreferencing the boxes for longs, shorts, profit targets
and stops.The way I go about testing systems is first I find a concept
that works.Thus, in my example from earlier, I was testing the idea of the
1 and 2std. dev. Bollinger Band system (that comes with MS) to first see
if itgenerated any useful signals with some x% stop. If it can't at
least dothat, I look no further. If it does, I then look at all the
losers tosee if there is something that can be detected from them that
doesn'talso filter out all the good trades. That is when I'll
usuallyintroduce other indicators. If anything useful comes of that,
the lastthing I do is see if market based stops will improve the system
(meaningsomething based on concepts such as a recent low, ATR(), etc. - I
don'tlike fixed percentage stops). It is this last part that I was
workingon when I ran into the problem (the other parts are handled very
nicelyby the new system tester).Oh, and if all that works, I test
the same system on other data not usedto build this system to make sure I
haven't just been optimizing thesystem (there are times when this has
happened and the whole thing getstossed - no pride lost). Every once
in a while one sticks and I'lltrade it.Good Trading,Joe
J.-----Original Message-----From: Roy Larsen
[mailto:rlarsen@xxxxxxxxxxxxxx]Sent: Friday, November 01, 2002 12:03
PMTo: Metastockusers@xxxxxxxxxxxxxxxSubject: Re: [Metastockusers] 8.0
System testerJoeI gained the impression that you could
paste much more code into thesmallbox than is indicated by the box
size. Admittedly I didn't see a scrollbarbut I seem to recall seeing a
funny symbol indicating each end-of-line.If you're looking for a
drop-down equity curve why don't you check out'Trade Equity'. It probably
won't do everything you want as it doesn'taccommodate leveraging or
combine long and short trades at this stage.Thecurrent user guide
containing most formulas can be found in the filessection of this
forum.Roy----- Original Message -----From: "Joe J."
<jojab@xxxxxxxxx>To:
<DEFANGED_Metastockusers@xxxxxxxxxxxxxxx>Sent: Saturday, November
02, 2002 7:29 AMSubject: RE: [Metastockusers] 8.0 System
testerWell, we are mostly traders and not programmers! If
anyone has beenfollowing along with eSignal's advanced chart development
and systemtester on their Yahoo list, I think they have the right
idea. Theirprogrammers are listening to what the traders want (they
are both on theemail list) and making refinements as they go along.
They constantlypost new builds in beta to try out. I think they have
a ways to go butthey are making strides.I know there are Amibroker
users on this list, does it allow you towrite formulas for both intrabar
targets and stops at the same time?Just curious.Joe
J.-----Original Message-----From: Lionel Issen
[mailto:lissen@xxxxxxxxxxxxxx]Sent: Friday, November 01, 2002 10:59
AMTo: Metastockusers@xxxxxxxxxxxxxxxSubject: RE: [Metastockusers] 8.0
System testerThe point has been made before that the Metastock
programmers are
nottraders.Lionel-----Original
Message-----From: Joe J. [mailto:jojab@xxxxxxxxx]Sent: Friday,
November 01, 2002 11:32 AMTo: Metastockusers@xxxxxxxxxxxxxxxCc:
equismetastock@xxxxxxxxxxxxxxxSubject: [Metastockusers] 8.0 System
testerWhile I think Equis has done a good job improving their
system tester in8.0, last night I discovered what might be a limitation
that I wouldn'thave expected.Here is a copy of an email that I
just sent to Tech Support, I'll keepthe group updated:I was
testing one of your standard Equis systems - the Bolliger Band("BB") one.
As you may recall, the idea is that you would plot two BB's,one would be 2
std. dev. and one at 1 std. dev. You wait for a close(for longs) below the
2 std. BB and then back inside it to enter thetrade (i.e., using the cross
function). The suggestion then is to exitthe trade with profits when the
price crosses the upper 1 std. dev.band. Simple enough.I wanted to
take advantage of the ability to exit intrabar. Thus, Iwrote a condition
to exit when High is greater than the upper 1 std.band. I checked the
"limit" button and entered the formula for the 1std. band. All went well.
The exits worked fine.Then, I wanted to add stops. I wanted to tell it
to exit if the low forany bar was lower than the entry bar (i.e., the bar
the condition forthe entry was made on - the cross bar). This was simple
enough to write.All I had to do was use a ValueWhen() function with the
last time thecross() condition was met and tell it if the low was lower to
exit.When I did this, the exit did not work. Puzzled, I went back
andunchecked the "limit" order box and changed it back to market. Now
theexit stop worked but even though the formula section still told it
toexit at a profit target when the high exceeded the upper 1 std. BB,
itdid not (I figured it would exit at the close of the bar for which
thatcondition was true instead of intrabar since I didn't have the
limitbutton selected - but it didn't).I tried one other thing and
that was to put both conditions in the"limit" box. I discovered 3
things:1. The box is very limited, you can only write a small section
of codedue to space.2. You can not reference defined formulas that
you wrote above in theregular section (i.e., I wrote a formula called IBBT
:= for the 1 stddev. upper BB so I wouldn't have to keep writing the
formula out)3. You can not put both statements in the box (i.e, a
different stop anda limit).I think these issues should be
addressed in the future.Clearly the formulas are okay because I can
get both to workindependently but not at the same time.My
questions for you are this:When building and testing the system tester
for 8.0, did you contemplateusers being able to enter both formula based
limit orders for profittargets and formula based stops at the same time to
exit the position?This is probably a very common things for a lot of
traders.I don't want to use percentage stops in my example above
because I wantto adapt the system to current market conditions (i.e.,
using nearbylows to judge stops) and also use the current market
conditions to takeprofits (i.e., the 1 std. dev BB).If I am
missing something, please let me know. I've tried several otherformulas to
replace the ValueWhen/Cross/Low combination mentioned above(still using
the ValueWhen to tell me when the cross occurred but otherthings that
involved ATR() to set the stop levels - these didn't
workeither).Thanks in advance,Joe
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