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Hello Roy,
Thanks for that.
Am I correct in thinking that Trade Equity LE is designed to plot an equity
line rather than amend the MS-generated statistics subsequent to a system test?
Regards,
Kevin
At 07:49 29/03/2004 +1200, you wrote:
>
>Kevin
>
>The code could also be modified to enter at a specific price on the
>correct entry bar using Trade
>Equity. This tool is available to all MS users of versions 6.52 through 9.0.
>
>Roy
>
> {Enter Long}
>(Ref(H,-3) < Ref(H,-4) AND
>Ref(H,-2) < Ref(H,-3) AND
>Ref(H,-1) < Ref(H,-2) AND
>Ref(L,-3) < Ref(L,-4) AND
>Ref(L,-2) < Ref(L,-3) AND
>Ref(L,-1) < Ref(L,-2)
>AND H > Ref(H,-1) AND
>Mov(C,20,E) > Mov(C,50,E)) * Max(OPEN, Ref(HIGH,-1));
>
> {Trade Equity LE} {V4.2b}
> {© 2004 Roy Larsen, rlarsen@xxxxxxxxxxxxxx}
>B:=Input("Entry 1=O 2=C 3=H 4=L 5=Stop",1,5,5);
>Z:=Input("Exit 1=O 2=C 3=H 4=L 5=Stop" ,1,5,5);
>Nd:=Input("Entry Delay",0,3,0);
>Xd:=Input("Exit Delay", 0,3,0);
>Cn:=Input("Entry / Exit Costs",0,9999,2020);
>I:=Input("Display Options 0-12",0,12,0);
>Cp:=5000;{* trade capital, 0 = points only}
>F:=1; {* position size, <1 = %, >1 = shares}
>N:=0;
>Ns:=Fml("Long Entry");
>X:= 0;
>Xs:=Fml("Trade Stop LE");
> {* end user area *}
>{remainder of code not included}
>
>
>----- Original Message -----
>From: "Kevin" <kevin_barry@xxxxxxxxxxxxxx>
>To: <metastockusers@xxxxxxxxxxxxxxx>
>Sent: Monday, March 29, 2004 4:19 AM
>Subject: [Metastockusers] A Little Twist On The MS v7 System Tester
>
>
> > There has been some recent discussion about the relative system testing
> > merits of MS v8 and TradeSim. A lot of traders might have neither but would
> > still like to test swing-type strategies in MS v7.2 and below with all of
> > its limitations. Here is how to do it.
> >
> > Here is a typical swing trade setup in the system tester:
> >
> > Enter Long:
> >
> > Ref(H,-3) < Ref(H,-4) AND
> > Ref(H,-2) < Ref(H,-3) AND
> > Ref(H,-1) < Ref(H,-2) AND
> > Ref(L,-3) < Ref(L,-4) AND
> > Ref(L,-2) < Ref(L,-3) AND
> > Ref(L,-1) < Ref(L,-2)
> > AND
> > H > Ref(H,-1)
> > AND
> > Mov(C,20,E) > Mov(C,50,E)
> >
> > (Here, we are trading a pullback in a rising trend)
> >
> > Typically, we would have been lowering our limit buy order each day to a
> > point or so above the previous day's high in order to catch the
> > (inevitable) reversal of the pullback.
> >
> > Modify the entry signal thus:
> >
> > Ref(
> > Ref(H,-3) < Ref(H,-4) AND
> > Ref(H,-2) < Ref(H,-3) AND
> > Ref(H,-1) < Ref(H,-2) AND
> > Ref(L,-3) < Ref(L,-4) AND
> > Ref(L,-2) < Ref(L,-3) AND
> > Ref(L,-1) < Ref(L,-2)
> > AND
> > H > Ref(H,-1)
> > AND
> > Mov(C,20,E) > Mov(C,50,E)
> > ,+1)
> >
> > .....and in System Testing Options, set the entry price to High with a
> > delay of zero.
> >
> > When you run your test, you will enter your long trade at the previous
> > day's high. A minor inconvenience is that the long entry signal on your
> > chart will appear one day earlier than the actual trade.
> >
> > Regards,
> > Kevin
> >
> >
> >
> >
> >
>
>
>
>
>
>
>Yahoo! Groups Links
>
>
>
>
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