Re: [Metastockusers] What to Look for in a System Test

["Martin Blain" <martin@xxxxxxxxxxxxxxx>]

Scott

Look at each trade one at a time. The results shown are not accurate. You must calculate the percentage of gain or loss yourself. Start by deleting all symbols with zero trades.

Martin Blain
Burlington Ontario

----- Original Message -----

From: Scott Mariani

To: Metastockusers@xxxxxxxxxxxxxxx

Sent: Saturday, March 12, 2005 8:47 PM

Subject: [Metastockusers] What to Look for in a System Test

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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