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Roy, the way I get around the "whole number of shares" issue is that I use a
starting equity number that is very large compared to the price of the
security. That way the amount that is not put into the trade is
insignificant. I typically use 10 milllion dollars as my starting equity.
(no I don't have $10M, but it doesn't matter as I'm looking for accurate %
moves, not actual dollar gains). The other issue that you can not solve is
if you are going short. The 8.01 tester will not allow you to use all your
equity short. The most you can use is about 99%.
----- Original Message -----
From: "Roy Larsen" <rlarsen@xxxxxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 30, 2003 8:57 PM
Subject: Re: [EquisMetaStock Group] 8.01 EOD System Tester Question
> Thanks Joe,
>
> I appear to be making progress as I can now get equity curves very close
to
> the old system tester. The difference is in the fact that only whole
numbers
> of shares are traded rather than the old way where every last fraction of
a
> cent from the available equity was used.
>
> I still need to study your replies closely for more clues because my stop
> exit still isn't working. I can get around this because my exit stop price
> is always the OPEN, but it would be nice to get it working with (my idea
of)
> the correct settings.
>
> I'm disappointed that there still doesn't seem to be provision for "equal"
> position sizes.
>
> Roy
>
> ----- Original Message -----
> From: "Joe J." <jojab@xxxxxxxxx>
> To: <equismetastock@xxxxxxxxxxxxxxx>
> Sent: Thursday, July 31, 2003 1:27 PM
> Subject: RE: [EquisMetaStock Group] 8.01 EOD System Tester Question
>
>
> > Roy,
> >
> > That was just an example. Here is another one that buys on a limit
order
> when "setup" is true and the low is less than or equal to bearfear. This
> goes in the BUY ORDER box
> >
> > Setup=1
> > and
> > Low <= Bearfear
> >
> > {obviously Setup and Bearfear are defined above although not shown here}
> >
> > The limit button is checked and the same code to define all the
variables
> is copied to the box below. However you need to replace the code shown
> above with one that says if it is true where to buy it (at Bearfear), else
> at a limit of 100000 (which would never happen for the securities being
> tested).
> >
> > if(Setup=1 and Low <= Bearfear, Bearfear,100000)
> >
> >
> > These are just examples. Once you get the hang of the format, you can
> adapt them for your own use.
> >
> > Good Trading,
> >
> > Joe J.
> >
> >
> > -----Original Message-----
> > From: Roy Larsen [mailto:rlarsen@xxxxxxxxxxxxxx]
> > Sent: Wed 7/30/2003 3:59 PM
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Cc:
> > Subject: Re: [EquisMetaStock Group] 8.01 EOD System Tester Question
> >
> > Hi Joe
> >
> > Thanks for the thoughts.
> >
> > Before I go fumbling about can I re-state that I'm using MS 8.01 EOD,
> that's
> > the EOD version as well as using (obviously?) EOD data.
> >
> > When I said that I want to "Enter long" I should have said that my
system
> is
> > LONG only - it doesn't sell short or buy to cover, It's either long or
> it's
> > not in the market at all.
> >
> > With this in mind, are your comments all still relevant? I'm not so
> worried
> > by the possibility that you're using Pro and thinking intraday (I can
make
> > necessary adjustments to EOD) as that the references to "short" may not
be
> > applicable with my long only system.
> >
> > Clarification please.
> >
> > Roy
> >
> > ----- Original Message -----
> > From: "Joe J." <jojab@xxxxxxxxx>
> > To: <equismetastock@xxxxxxxxxxxxxxx>
> > Sent: Thursday, July 31, 2003 10:34 AM
> > Subject: RE: [EquisMetaStock Group] 8.01 EOD System Tester Question
> >
> >
> > Roy,
> >
> > It would be a pleasure to help you out after all the help you have
> provided
> > to the MS groups.
> >
> > Here is a code example for a stop but the same concept applies to limit
> > orders;
> >
> > In the SELL ORDER box you include the conditions where you want to enter
> the
> > order
> >
> > Short
> > OR
> > Hour()*100+Minute()=1030
> >
> > {in this case, I'm defining "Short" above (not shown) and telling the
> system
> > to exit the trade if the "short" condition is met or if the time is
1030}
> >
> > Then in with the Order type set to Stop, I enter all of the code that is
> > entered in the SELL ORDER box (just copy and paste) but instead of what
I
> > have listed above, I tell the system exactly what to do if "short" or
the
> > time condition is met.
> >
> >
> > If(Short,ValueWhen(1,Bearfrac,ref(Low,-2)-.25),
> > If(Hour()*100+Minute()=1030,Close,0))
> >
> > {what this is saying is to exit at a certain price if the condition
> "short"
> > is met and at the close if the time condition is met, otherwise do
> nothing.}
> >
> > I hope this is useful. Let me know if you need any further guidance on
> this
> > matter.
> >
> > Good Trading,
> >
> > Joe J.
> >
> > -----Original Message-----
> > From: Roy Larsen [mailto:rlarsen@xxxxxxxxxxxxxx]
> > Sent: Wednesday, July 30, 2003 3:09 PM
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Subject: [EquisMetaStock Group] 8.01 EOD System Tester Question
> >
> >
> > Can someone please tell me how to set up an "enter long" on the current
> bar
> > at a specific price. My system is based on EOD data and will enter long
at
> a
> > predetermined price (breakout) within the high/low range for the day. I
> > don't want to use OHLC and I am supplying the price as a price spike on
> the
> > entry day to the "Limit or Stop Price" box. I've tried the options I can
> > see, I've even looking in "Help" but must be looking in the wrong place
> > because I can't see anything that helps.
> >
> > I've been running the same tests using Trade Equity for years without a
> > problem, and my understanding is that TradeSim and other third party
tools
> > can also perform this fairly basic function without too much drama. What
> am
> > I missing
> >
> > Thanks.
> >
> > Roy
> >
> >
> >
> >
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