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Hi,
I wanted to compare the efficiency of a few simple systems.
In order to do a true comparision, I was taking the buy price
to trigger the sell.
Buy Order:
Fml("Buy1") > 0
Sell Order:
b:= ValueWhen(1, Fml("Buy1") > 0, c);
h >= b * 1.3 OR
l <= b * 0.7 OR
BarsSince(Buy1>0) >= 21;
The Enhanced System Tester has the following problems.
1) Buy signal is generated only after the bought(already)
security is sold. The System Test ignores all the occurances of buy
signals, based on the custom indicator shown below, until the
security that was bought previously was sold completely. This would
be a problem when I want to evaluate systems based on number of buy
signals generated.
2) When I use the closing price, of the day when the Buy signal
occurred, to trigger the selling point, this closing price keeps
moving due to occurance of more buy signals succeeding the buy
signal for which the System Test bought. This affects the selling
point. I want to associate the closing price, when the security was
bought, in order to correctly trigger the selling.
3) I am unable to trigger the Sell signal after certain days
elapsed since the purchase of the security. This is due to the fact
that the days since signal occurred keep moving when more Buy
signals occur. So, I am unable to keep the actual number of days
elapsed to generate a Sell.
Please suggest ideas to do real comparision of systems.
Thanks in advance
RP
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