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<FONT face=Arial color=#0000ff
size=2>JO,
<FONT face=Arial color=#0000ff
size=2>
I
think what Martin was saying is that you could call up the system tester
for 8.01 on the SPY but reference VLE within the system tester (or within a
plotted formula for that matter) and run your test that way. In fact, I
have run backtests in MS 8.0 and 8.01 Pro referencing another security to
produce the signal (or condition part of the signal). You don't
need Tradestation to do this - MS will handle it just
fine.
Good
Trading,
Joe
J. <LABEL id=HbSession
SessionId="2092549494">
<FONT face=Tahoma
size=2>-----Original Message-----From: manohohman
[mailto:no_reply@xxxxxxxxxxxxxxx]Sent: Wednesday, November 19, 2003
2:47 PMTo: equismetastock@xxxxxxxxxxxxxxxSubject:
[EquisMetaStock Group] Re: simple SPY trading system using Bolinger
BandsThanks for the comment, Martin. I am aware of
the security function and use it frequently in my programs, but to do this
backtest in MS is a complex problem that goes beyond a straight forward
application of the security function. You have to use the VLE index with
the indicators and rules, then when the VLE generates a signal from the
index you execute the trade on the SPY. Roy and I are working on
the problem and maybe they'll be a solution in the next few days, at least
for one version or another of MS explorer. This is one of the limitations
of formula language as opposed to a general purpose programming language.
That's why the original tester of the system used TradeStation for the
backtests. MS likes it's systems tests simple. I also need to
correct something else. Zweig got the 4% indicator from Ned Davis. Davis
actually developed it in the 60's, so there's 40 plus years of data on how
it works as opposed to the the 30 years I mentioned. Thanks again,
Martin.JO
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