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Kevin
The trailing stop doesn't work in MS. Look at the effect on a chart -
normally it exits same day whatever the setting, but a variety of results
have been observed. . I don't have the reference to hand, but there has been
previous discussion on this topic on this group. If you want to use a
trailing stop, hard wire it into your base code. System tester is full of
bugs - you're better off working within Indicator or Explorer - check out
some of the approaches on the file section of the group.
Good luck
Andrew
-----Original Message-----
From: Kevin and Heather Howard [mailto:kjhoward@xxxxxxxxxxxxxx]
Sent: Monday, July 19, 2004 11:48 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] System Tester Frustration
I am hoping that someone on the list can help me with a frustrating System
Tester problem.
I have been experimenting with the tester and had come up with some
interesting results using a canned metastock simulation but selecting only
the long buys and sells. The only Stop setting I used was a trailing Loss on
Longs set at 4.00%
Being a little skeptical of the results, I asked a friend to run the same
simulation on the same stock with the same settings on his computer to see
if the results could be replicated. We could not replicate the results.
Now before anyone jumps to the conclusion that our settings must be somehow
different (which would be logical) could I say that we checked and rechecked
our settings and could find no difference. Also when we both deselected the
trailing stop we did get the same result, which I felt tended to confirm
that our settings were the same.
So my question is how can this be so? Is there some subtlety about using the
Trailing Loss that is not apparent from reading the Manual? Is it possible
that I may have somehow corrupted my system tester? I have rebooted and
reloaded the settings and the stock and I keep getting consistent results on
my computer but I am not able to replicate the Trailing Loss result on my
friend's remote computer.
We are using the same Starting equity, the same number of records (1000) and
we are not using any optimizations.
I would be very interested in others views on what I have described. The
canned system simulation is the PS CMO Reversal and I trade the Australian
ASX.
Kevin
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