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Roy
I am back from holidays and reviewing your email in
reply to my system tester problems.
You said "Have you
tried using Trade Equity set to percentage?...."
Where do I find this?
Martin Blain
Burlington Ontario
----- Original Message -----
Sent: Saturday, February 19, 2005 6:09
PM
Subject: Re: [EquisMetaStock Group]
system tester problem
Hi Martin
>Roy
> Toms information was
worth reading and I should have read it long time ago! Unfortunately it
> doesn't solve the issue.
> Martin Blain
> Burlington
Ontario
Have you tried using Trade Equity set to percentage? The
"display option" needs to be enabled (as
below) and set to 1. The diffent
equity curv options are given in the commented area. There's still
a
learning curve with TE, but once you understand the user inputs and how TE
calls binary or price
formulas for N, Ns, X and Xs variables it's a
breeze. If you're prepared to give this a go (assuming
your system is long
only) I'd be happy to talk you through any difficulties you run
into.
TE is not a total solution to System Tester problems but it has
its
uses.
Regards
Roy
www.metastocktips.co.nz
{Trade Equity LE} {V5.1}
{2004 Roy Larsen,
rlarsen@xxxxxxxxxxxxxx}
B:=Input("Buy 1=O 2=C 3=H 4=L 5=Stop"
,1,5,2);
Z:=Input("Sell 1=O 2=C 3=H 4=L
5=Stop",1,5,2);
Nd:=Input("Buy Delay", 0,5,0);
Xd:=Input("Sell
Delay",0,5,0);
Cn:=Input("Buy / Sell
Costs",0,9999,2525);
En:=Input("Display Option 0-12",0,12,0);
Cp:=5000;
{* trade capital}
F:=1; {* trade size Fml(), <1 =%, >1
=shares}
N:=Cross(Mov(WC(),10,E),Mov(WC(),30,E));
{Buy}
Ns:=0;
X:=Cross(Mov(WC(),30,E),Mov(WC(),10,E));{Sell}
Xs:=0;
{* end of user area
*}
F:=If(F=0,1,F);Ns:=(B=5)*Ns;
Cx:=Cn-100*Int(Cn/100);Cn:=Int(Cn/100);
M:=If(Ns>0,Min(H,Max(L,Ns)),If(B=1,O,If(B=3,H,If(B=4,L,C))));
N:=N
AND Alert(N=0,2)+(Cum(N>-1)=1);
X:=X AND
(Z<5)*(Alert(X=0,2)+(Cum(N>-1)=1));
N:=ValueWhen(1+Nd,1,N);N:=If(B<5,N,Ns>0);
Y:=If(Xs>0,Min(H,Max(L,Xs)),If(Z=1,O,If(Z=3,H,If(Z=4,L,C))));
X:=ValueWhen(1+Xd,1,X);X:=X+Xs>0;
Y:=If((Z<5)*(X=0),C,Y);Y:=If((Xs>0)*N*X,Xs,Y);
I:=Cum(F+N+X>-1)=1;
Y:=If((N+X=0)*Alert(N*X,2),ValueWhen(2,1,Y),Y);
N:=(I>-1)*N;
F:=ValueWhen(1,I+N,F);
Tr:=BarsSince(I+N)<(BarsSince(I+X)+(Cum(N)=1
AND
Cum(I+X)=1));
Tr:=If((N+X>1)*(Alert(Tr,2)+((Nd+Xd<1)*(B<>2)
*(Z>1)*(Max(B,Z)>4
OR
B<>Z))),1,Tr);
Nd:=En;
En:=(Tr+Alert(Tr=0,2)=2)+I;
Ex:=(Tr=0)*Alert(Tr,2);
M:=If(I*(N=0),C,M);
Lb:=Alert(Tr,2)*(LastValue(Cum(1))=Cum(1));
A:=ValueWhen(1,En,If(M=0,1,M));
F:=ValueWhen(1,En,If(F>1,A*F+Cn,Cp*F));
En:=Tr*(Alert(Tr=0,2)+I>0);
Z:=Nd;
N:=(Ex+Lb>0)*If(Cp=0,Y-A-Cn-Cx,(F-Cn)*(Y/A)-F-Ex*Cx);
B:=Alert(Tr,2)*(1+BarsSince(En+I));
Xs:=Alert(Tr,2)*If(Cp=0,Y-A,(F-Cn)*(Y/A)-F-Ex*Cx);
Nd:=LowestSince(1,I,Xs);
Ns:=HighestSince(1,I,Xs);
X:=Cum((Ex+Lb>0)*(N>0)*B);
Xd:=Cum((Ex+Lb>0)*(N<=0)*B);
M:=Cum(N)+Cp+Tr*(Lb=0)*If(Cp=0,Y-A-Cn,(F-Cn)*(Y/A)-F);
{M;}
{Display options
0 total $ equity
1 total % equity
2 $
equity/trade
3 % equity/trade
4 winning trade $
5 losing trade $
6
winning trade #
7 losing trade #
8 trade in progress
9
bars/trade
10 bars/all trades
11 MFE
12 MAE} {Display
enabled}
X:=(Cp>0)/(Cp+(Cp=0));
If(Z=0,M,
If(Z=1,100*(M-Cp)*X,
If(Z=2,N+M-Cp-Cum(N),
If(Z=3,100*(N+M-Cp-Cum(N))*X,
If(Z=4,Cum((N>0)*N),
If(Z=5,Cum((N<0)*N),
If(Z=6,Cum(N>0),
If(Z=7,Cum(Ex+Lb>0
AND N<=0),
If(Z=8,Tr,
If(Z=9,BarsSince(I OR
Alert(Tr,2)=0)*Alert(Tr,2),
If(Z=10,Cum(Alert(Tr,2)),
If(Z=11,Ns,Nd))))))))))));
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