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PureBytes Links
Trading Reference Links
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If you're confident with MS Access, and with
linking Excel to MS Access databases, you will find that the tester results are
stored in tables in an Access database in the Metastock program directory.
You will need to work out the normalised
data linkages to find what you want. I did it a year or two back, but lost
all my notes in a disk crash, so can't help you much further. From memory there
was a table with a record per optimisation, a table with a record per stock and
another table with a record per test. Link them all together with Excel and MS
Query, or with MS Access code and have fun.
Peter
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Martin
Haesler
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="">equismetastock@xxxxxxxxxxxxxxx
Sent: Wednesday, February 11, 2004 9:42
PM
Subject: Re: [EquisMetaStock Group]
system tester limitations
I have done something similar in the past. ie build system
tests asindicators, which show the equity curve a given system would
generate. Thefinal equity can then be read by the explorer and if required
exported intoexcel.However, at the moment I am trying to evaluate
a large batch of pre-codedsystems to assess their profitability,
robustness etc, and I don't whant tohave to rewrite each system in the
manner described above. I just want to beable to export the standard sytem
test results report to excel.For interest, what is the reference to
the collective work called TradeEquity ?Martin-----
Original Message ----- From: "Roy Larsen"
<rlarsen@xxxxxxxxxxxxxx>To:
<equismetastock@xxxxxxxxxxxxxxx>Sent: Wednesday, February 11, 2004
4:40 PMSubject: Re: [EquisMetaStock Group] system tester
limitations> Martin>> With help from some friends
I started building a multiple stock systemtester some years ago.
The> collective work is now known as "Trade Equity". The tools are
based onequity indicators that serve> as backbone for groups of
explorations. The exploration reports can easilybe copied to Excel
and> summed, or processed further in whatever manner you wish. I have
somesimple "key-stroke recorded"> macros which serve me
well.>> Nothing I've seen of the Advanced System Tester in MS
8.01 has convincedme that it a superior tool> to Trade Equity. TE
doesn't have all the bells and whistles of a $1000package but then you
wouldn't> expect that for free fully disclosed MetaStock code would
you. All of theexplorations are disclosed> and there is now a
separate series of explorations for reporting monthlyperformance 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
selectedsystem 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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