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<FONT face=Arial color=#0000ff
size=2>Chuck,
<FONT face=Arial color=#0000ff
size=2>
Nobody
seems to have answered your question and I suspect because although Metastock 8
is a great program I have never worked out how to get a consolidated report and
or equity curve when backtesting a universe of stocks to check out the
robustness of the system. I just don't think the program can do this although I
use the EOD version not the Pro.
<FONT face=Arial color=#0000ff
size=2>
To do
what you want, I use AIQ which gives a consolidated statistical report and
equity curve chart. Horses for courses.
<FONT face="Kunstler Script" color=#008000
size=5>Regards,
<FONT face="Kunstler Script" color=#008000
size=5>
Gordon
Sutherland
<FONT
face=Tahoma size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx] Sent: Tuesday, 11 March 2003
7:00 a.m.To: equismetastock@xxxxxxxxxxxxxxxSubject:
[EquisMetaStock Group] MS 8 - backtesting, equity curve and/or trade
listing
<FONT face=Arial color=#0000ff
size=2>Isn't MS 8 marvellous?
<FONT face=Arial color=#0000ff
size=2>
I
have what appears to be a great system, backtested across all 7,500 stocks,
2000 days of data, producing excelling returns. The only problem
is that I can't tell if the system made all of its money in the first 1000
days or the last 10 days. Of course, I can see an equity curve for
each stock. But I want to trade the system, not look
at equity curves for the next two months. I could also run the
backtest over dozens of different timeframes, but why?
<FONT face=Arial color=#0000ff
size=2>
I've
raised this issue before with no reply, so I thought that I would try
again. IS THERE ANY WAY TO SEE A COMPOSITE EQUITY CURVE FOR ONE
SET OF PARAMETERS ACROSS ALL 7,500 STOCKS?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Alternatively, is there a way to generate a file containing each
trade? If so, I could take the trades into TradeSim, or something
similar, to see my longterm equity as well as get dozens of more sophisticated
reports.
<FONT face=Arial color=#0000ff
size=2>
I
look forward to hearing from someone on this issue.To
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