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Scott, it seems that you are attempting to develop a profitable
trading system with the aid of a bunch of indicators thrown into the
System Tester pot. You are unlikely to develop a sound trading
strategy just by analyzing system tester results.
Note that the System Tester has been named thus, to test systems.
Otherwise it might have been named "System Developer".
My humble advice is to forget the System Tester for the time being,
and concentrate on developing a sound trading strategy. Once this is
in place, by all means test it in the System Tester or preferably
TradeSim. Don't forget to include transaction costs (brokerage/
spread/slippage).
jose '-)
http://www.metastocktools.com
--- In Metastockusers@xxxxxxxxxxxxxxx, "Scott Mariani" <mariani@xxxx>
wrote:
> O.k.
> I have been building system test after system test, trying several
different combinations of indicators. Since I use EOD data I have
given up on getting accurate exit values. I get a bunch of high losses
which I attribute to the EOD data not exiting until the close.
>
> I assume the object of a system test is to have more winning trades
than loosing ones? I have resorted to adding one optimization so I can
look at the overall system performance on a total $$ basis. The only
problem with this is that with the exits being what they are, my
losses are humongous. I have been trying to find a system that is
better than 50/50 but have yet to stumble on anything that yields more
winners than losers.
>
> How do others go about analyzing system tester results?
> Thanks, Scott
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