|
PureBytes Links
Trading Reference Links
|
Hi Martin
See my private response.
Kind regards
Roy Larsen
www.metastocktips.co.nz
Free formulas and MS links
----- Original Message -----
From: "Martin Blain" <martin@xxxxxxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Sunday, March 06, 2005 2:54 AM
Subject: Re: [EquisMetaStock Group] system tester problem
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 -----
From: Roy Larsen
To: equismetastock@xxxxxxxxxxxxxxx
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))))))))))));
Yahoo! Groups Sponsor
Get unlimited calls to
U.S./Canada
------------------------------------------------------------------------------
Yahoo! Groups Links
a.. To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
b.. To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
------------------------ Yahoo! Groups Sponsor --------------------~-->
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/BefplB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|