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I do this on a yearly basis, but use a points only test for each year.
You can then compare each years points with each other. Also plot
each year for comparison and stats.
That should tell you how each year compares.
Bob
--- In equismetastock@xxxxxxxxxxxxxxx, "metastockuser"
<metastockuser@xxxx> wrote:
> To clarify: How do you break out a long ten year test into yearly
> data so that you can see how evenly the system trades year by year?
>
> I attempted to do this by generating a lot of yearly system tests,
> but now realize that is a flawed process because the yearly test
does
> not necessarily start each year in whatever position the larger
system
> test would have held going into that year.
>
> So my breaking down of my system on a year by year basis has been
> flawed. How do I get around this?
>
>
> <metastockuser@xxxx> wrote:
> > Metastock EOD 8.0.
> >
> > I've got some system tests that go back 10 years. I was using the
> > time option in the system tester to create one year tests to see
how
> > evenly the system trades on a year to year basis. Unfortunately
it
> > appears I have a problem.
> >
> > They system tester will start the individual year as a separate
test
> > obviously. So a long position taken the prior year will not show
up
> > in the new year. My year to year comparrisons against the larger
test
> > are flawed because they don't start out where the prior year left
off.
> >
> > How are some of you dealing with this issue? I'm in for a heck
of a
> > lot of hand work figuring out each year by hand if there is not a
work
> > around for this.
> >
> > Perhaps someone has a bit of code that can be entered to look for
the
> > prior signal and take that position as of the start of the test?
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