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Tom
This is not a big issue for me. I was really just noting where I thought
some small equity differences were coming from. I like to use "equal"
position sizes for testing so it looks like I'll need to create one or more
position size formulas to match my preferred position size to a required
number of shares.
I still have all sorts of problems just getting my basic stops actioned so
I'm going to throw some more questions at Joe once I can put together enough
helpful background information on my problems so as not to completely
overload him.
Thanks for your comments.
Roy
> 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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