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O.k.
I
would really like to know what the MS System Tester is doing (so I can replicate
it!).
With
only Trailing Stops checked. Positions "long", Method "Percent", Parameters:
"Profit/Risk" 0% and "Periods" set to 0.
I get
a 7692.92% return for 250 bars for a particular security.
With
no stops checked I get 180.80% return for the same 250 bars on the same
security. I can replicate the 180% in other programs but not the
7700%.
Trying
to figure out what " The
trailing stop maintains a history of the best profit achieved on each bar using
the high price for long positions and the low price for shorts. When it has a
history of the length specified in the Periods field, it starts comparing the
best profit in that history to the worst profit achievable on the current bar.
If it determines that the difference between the highest historical profit in
the trailing period and the worst profit of the current bar is equal to or
greater than the Profit Risk field, it will exit the position."
and
"The
stop attempts to exit at the price that would value the position at the highest
profit over the historical period less the trailing value. If this value is not
available, it will exit at the open."
means
in layman's terms".
I
understand that a lot of you guys are not too happy with MS in this regard but I
would just like to understand it better.
Thanks,
Scott
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