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Although I am not sure about the kind of help you expect,
I would suggest you change your entry options:
Entry Price = Open and Delay = 0 is not realistic, since
your system base entries on the Close which comes later than the Open.
You could use
Entry Price = Close Delay = 0
or
Entry Price = Open Delay = 1
Spyros
Message: 12
Date: Tue, 26 Aug 2003 08:41:34 -0400
From: <uhehs@xxxxxxxx>
Subject: Someone sophisticated please help System Test
I’m new to System Testing and would like to test what I have at a more
sophisticated level.
If someone can help and/or explain what I can do on my own, that would be
great.
I have used the System Tester to the best of my knowledge, but I am guessing
there is something more I need to do.
[I am using Version 7.21]
I have not incorporated any Stops and my Options are set as follows:
Entry Price -- OPEN, Delay = 0
Exit Price – CLOSE, Delay = 1
Positions – Both Long and Short
Points Only Test
Here is my code:
Enter Long:
C>Mov(C,opt2,E) AND
AroonUp(5)>AroonDown(5) AND
((Mov(PDI(5),5,E))>(Mov(MDI(5),5,E)))
Close Long:
C<Mov(C,opt2,E) OR
AroonUp(5)<AroonDown(5) OR
((Mov(PDI(5),5,E))<(Mov(MDI(5),5,E)))
Enter Short:
C<Mov(C,opt2,E) OR
AroonUp(5)<AroonDown(5) OR
((Mov(PDI(5),5,E))<(Mov(MDI(5),5,E)))
Close Short:
C>Mov(C,opt2,E) AND
AroonUp(5)>AroonDown(5) AND
((Mov(PDI(5),5,E))>(Mov(MDI(5),5,E)))
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