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I have done something similar in the past. ie build system tests as
indicators, which show the equity curve a given system would generate. The
final equity can then be read by the explorer and if required exported into
excel.
However, at the moment I am trying to evaluate a large batch of pre-coded
systems to assess their profitability, robustness etc, and I don't whant to
have to rewrite each system in the manner described above. I just want to be
able to export the standard sytem test results report to excel.
For interest, what is the reference to the collective work called Trade
Equity ?
Martin
----- Original Message -----
From: "Roy Larsen" <rlarsen@xxxxxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Wednesday, February 11, 2004 4:40 PM
Subject: Re: [EquisMetaStock Group] system tester limitations
> Martin
>
> With help from some friends I started building a multiple stock system
tester some years ago. The
> collective work is now known as "Trade Equity". The tools are based on
equity indicators that serve
> as backbone for groups of explorations. The exploration reports can easily
be copied to Excel and
> summed, or processed further in whatever manner you wish. I have some
simple "key-stroke recorded"
> macros which serve me well.
>
> Nothing I've seen of the Advanced System Tester in MS 8.01 has convinced
me that it a superior tool
> to Trade Equity. TE doesn't have all the bells and whistles of a $1000
package but then you wouldn't
> expect that for free fully disclosed MetaStock code would you. All of the
explorations are disclosed
> and there is now a separate series of explorations for reporting monthly
performance from daily and
> weekly systems.
>
> A "soon to be released" feature will allow limited parameter optimisation.
This will work on the
> basis of successive explorations across a database adjusting a selected
system parameter at the end
> of each exploration.
>
> The tools are available to be used as you see fit.
>
> Roy
>
> ----- Original Message -----
> From: "martinhaesler" <abin@xxxxxxxxxxxxxx>
> To: <equismetastock@xxxxxxxxxxxxxxx>
> Sent: Wednesday, February 11, 2004 4:49 PM
> Subject: [EquisMetaStock Group] system tester limitations
>
>
> > When testing many strategies on a given portfolio of stocks, there
> > seems to be no way of determining the net result of all tests over
> > that portfolio.
> >
> > The results of each test are displayed in the Enhanced System Tester,
> > but there is no way of seeing the net result (ie the algebraic sum of
> > the results on each stock).
> >
> > Furthermore this display cannot be copied so that it might be pasted
> > into excel for further analysis.
> >
> > Has anyone found a way of determining the net result of a strategy
> > over many stocks, or found a way of exporting the result for further
> > analysis.
> >
> > Printing the results to a file yields a format which makes it quite
> > difficult to import into a spreadsheet, I would just hope someone has
> > found a better way.
> >
> > Martin
> >
> >
> >
> >
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
>
>
>
>
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
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